Catastrophe equity put options under stochastic volatility and catastrophe-dependent jumps (Q380540): Difference between revisions

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Property / DOI: 10.3934/jimo.2014.10.41 / rank
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Latest revision as of 15:52, 9 December 2024

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Catastrophe equity put options under stochastic volatility and catastrophe-dependent jumps
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    Catastrophe equity put options under stochastic volatility and catastrophe-dependent jumps (English)
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    14 November 2013
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    CatEPut
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    option pricing
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    stochastic volatility
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    jump-diffusion process
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    moment generating transform
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