Exchange option pricing in jump-diffusion models based on esscher transform (Q5154104): Difference between revisions
From MaRDI portal
ReferenceBot (talk | contribs) Changed an Item |
Add wikidata reference. |
||
| Property / Wikidata QID | |||
| Property / Wikidata QID: Q130148142 / rank | |||
Normal rank | |||
Latest revision as of 11:25, 16 December 2024
scientific article; zbMATH DE number 7405718
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Exchange option pricing in jump-diffusion models based on esscher transform |
scientific article; zbMATH DE number 7405718 |
Statements
Exchange option pricing in jump-diffusion models based on esscher transform (English)
0 references
1 October 2021
0 references
change of numeraire
0 references
Esscher transform
0 references
exchange option
0 references
jump-diffusion model
0 references
0 references
0 references
