Option pricing and hedging for tempered stable jumps driven stochastic volatility models based on improved PSO algorithm

GONG Xiaoli, ZHUANG Xintian

Systems Engineering - Theory & Practice ›› 2017, Vol. 37 ›› Issue (11) : 2765-2776.

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Systems Engineering - Theory & Practice ›› 2017, Vol. 37 ›› Issue (11) : 2765-2776. DOI: 10.12011/1000-6788(2017)11-2765-12

Option pricing and hedging for tempered stable jumps driven stochastic volatility models based on improved PSO algorithm

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{{article.zuoZheEn_L}}. {{article.title_en}}. Systems Engineering - Theory & Practice, 2017, 37(11): 2765-2776 https://doi.org/10.12011/1000-6788(2017)11-2765-12

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