Rare Shock, Two-Factor Stochastic Volatility and Currency Option Pricing (Q4585900): Difference between revisions

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Latest revision as of 10:12, 30 July 2024

scientific article; zbMATH DE number 6934621
Language Label Description Also known as
English
Rare Shock, Two-Factor Stochastic Volatility and Currency Option Pricing
scientific article; zbMATH DE number 6934621

    Statements

    Rare Shock, Two-Factor Stochastic Volatility and Currency Option Pricing (English)
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    11 September 2018
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    spot foreign exchange rate
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    rare shock
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    Esscher transform
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    currency option
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