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.007a.svgz" name="9754679.fig.007a" type="image/svg+xml"></object></td></tr><tr class="fig-caption"><td><b>(a) </b>Fast-scale rate effect</td></tr><tr class="fig-image" id="b"><td><object data="https://static.hindawi.com/articles/jfs/volume-2019/9754679/figures/9754679.fig.007b.svgz" name="9754679.fig.007b" type="image/svg+xml"></object></td></tr><tr class="fig-caption"><td><b>(b) </b>Slow-scale rate effect</td></tr></table>

<div>Effects of fast-scale rate and slow-scale rate.</div>

Journal of Function Spaces

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Figure 7

Figure 7: Option Pricing under the Jump Diffusion and Multifactor Stochastic Processes 