American Option Pricing Using Particle Filtering Under Stochastic Volatility Correlated Jump Model

Journal of Systems Science and Information ›› 2014, Vol. 2 ›› Issue (6) : 505-519.

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Journal of Systems Science and Information ›› 2014, Vol. 2 ›› Issue (6) : 505-519.

American Option Pricing Using Particle Filtering Under Stochastic Volatility Correlated Jump Model

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{{article.zuoZheEn_L}}. {{article.title_en}}. J Sys Sci Info, 2014, 2(6): 505-519

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