Discrete Dynamics in Nature and Society / 2018 / Article / Fig 10

Research Article

Pricing Vulnerable European Options under Lévy Process with Stochastic Volatility

Figure 10

The effect of on the vulnerable option prices.

We are committed to sharing findings related to COVID-19 as quickly as possible. We will be providing unlimited waivers of publication charges for accepted research articles as well as case reports and case series related to COVID-19. Review articles are excluded from this waiver policy. Sign up here as a reviewer to help fast-track new submissions.