Pricing Stock Options in a Jump-Diffusion Model with Stochastic Volatility and Interest Rates: Applications of Fourier Inversion Methods
Louis O. Scott
Article first published online: 5 JAN 2002
DOI: 10.1111/1467-9965.00039
Mathematical FinanceVolume 7, Issue 4, pages 413–426, October 1997


Blackwell Publishers Inc 1997
Issue