LI, Wenmei. Pricing of Outer Performance Option under a Two-Factor Stochastic Volatility Jump-Diffusion Model. Journal of Global Economy, Business and Finance, [S. l.], v. 7, n. 6, p. 34–37, 2025. DOI: 10.53469/jgebf.2025.07(06).09. Disponível em: https://bryanhousepub.com/index.php/jgebf/article/view/1972. Acesso em: 1 jul. 2025.