A Shannon Wavelet Method for Pricing Forward Starting Options under the Double Exponential Jump Framework with Two-Factor Stochastic Volatilities

Table 1

Values of parameters.

Parameters
Value	0.12	1	0.6	0.2	−0.5	6	0.4	−0.5
Parameters
Value	0.9	5	0.06	0.5	0.4	0.6	0.5	2