WANG, Jing. Pricing of European Vulnerable Options under the Double Exponential Jump-diffusion Model with Stochastic Volatility and Stochastic Interest Rates. Journal of Global Economy, Business and Finance, [S. l.], v. 7, n. 6, p. 16–18, 2025. DOI: 10.53469/jgebf.2025.07(06).05. Disponível em: https://bryanhousepub.com/index.php/jgebf/article/view/1968. Acesso em: 1 jul. 2025.