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Journal of futures markets. 2011;31(4):340-370. doi: 10.1002/fut.20470 Q22.32025

Capped equity swaps under the double-jump stochastic volatility model with stochastic interest rates

Jia-Hau Guo

DOI: 10.1002/fut.20470

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期刊名:Journal of futures markets

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ISSN:0270-7314

e-ISSN:1096-9934

IF/分区:2.3/Q2

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Capped equity swaps under the double-jump stochastic volatility model with stochastic interest rates