TEAM, S. Option Pricing under a Mean Reverting Process with Jump-Diffusion and Jump Stochastic Volatility: Nonthiya Makate, Pairote Sattayatham. Thai Journal of Mathematics, [S. l.], v. 10, n. 3, p. 651–660, 2012. Disponível em: https://thaijmath2.in.cmu.ac.th/index.php/thaijmath/article/view/348. Acesso em: 29 apr. 2024.