Pricing FX Options in the Heston/CIR Jump-Diffusion Model with Log-Normal and Log-Uniform Jump Amplitudes

<div>Graphs for options prices given in Table <a href="../tab8/">8</a>.</div>

International Journal of Stochastic Analysis

Figure 4: Pricing FX Options in the Heston/CIR Jump-Diffusion Model with Log-Normal and Log-Uniform Jump Amplitudes 