Option Pricing under the Jump Diffusion and Multifactor Stochastic Processes

<table class="figure-group"><tr class="fig-image" id="a"><td><object data="https://static.hindawi.com/articles/jfs/volume-2019/9754679/figures/9754679.fig.004a.svgz" name="9754679.fig.004a" type="image/svg+xml"></object></td></tr><tr class="fig-caption"><td><b>(a) </b>Simulation of jump</td></tr><tr class="fig-image" id="b"><td><object data="https://static.hindawi.com/articles/jfs/volume-2019/9754679/figures/9754679.fig.004b.svgz" name="9754679.fig.004b" type="image/svg+xml"></object></td></tr><tr class="fig-caption"><td><b>(b) </b>Simulation of stock price process with jump</td></tr></table>

Journal of Function Spaces

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Figure 4

Figure 4: Option Pricing under the Jump Diffusion and Multifactor Stochastic Processes 