Deng, G. Option Pricing under Two-Factor Stochastic Volatility Jump-Diffusion Model. Wiley.
Chicago Style (17th ed.) CitationDeng, Guohe. Option Pricing Under Two-Factor Stochastic Volatility Jump-Diffusion Model. Wiley.
MLA (9th ed.) CitationDeng, Guohe. Option Pricing Under Two-Factor Stochastic Volatility Jump-Diffusion Model. Wiley.
Warning: These citations may not always be 100% accurate.