Discrete Dynamics in Nature and Society / 2018 / Article / Fig 3

Research Article

Pricing Vulnerable European Options under Lévy Process with Stochastic Volatility

Figure 3

The effects of long-run means of stochastic volatility and 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.