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Discrete Dynamics in Nature and Society
Volume 2018, Article ID 3402703, 16 pages
https://doi.org/10.1155/2018/3402703
Research Article

Pricing Vulnerable European Options under Lévy Process with Stochastic Volatility

Business School of Hunan University, Changsha 410082, China

Correspondence should be addressed to Shengjie Yue; moc.361@81eijgnehseuy

Received 5 July 2018; Accepted 30 September 2018; Published 23 October 2018

Academic Editor: Daniel Sevcovic

Copyright © 2018 Chaoqun Ma et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

How to Cite this Article

Chaoqun Ma, Shengjie Yue, and Yishuai Ren, “Pricing Vulnerable European Options under Lévy Process with Stochastic Volatility,” Discrete Dynamics in Nature and Society, vol. 2018, Article ID 3402703, 16 pages, 2018. https://doi.org/10.1155/2018/3402703.