Indexed metadata

Analytically pricing European options under a two-factor Heston-Vasicek model with regime switching and stochastic interest rate

Xin-Jiang He, Sha Lin

Source record

Source: Crossref

Published: Jan 1, 2026

DOI: 10.3934/math.2026160

Open original source ↗

Evidence graph

No public relationships recorded yet.

Integrity note: This page is a factual metadata record created by deterministic ingestion. It is not a claim that the work moves a mathematical frontier or has been independently verified.

Analytically pricing European options under a two-factor Heston-Vasicek model with regime switching and stochastic interest rate — Mathematical Frontier Network