A Simple Model for Option Pricing with Jumping Stochastic Volatility (Q2703110): Difference between revisions
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Latest revision as of 14:25, 3 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Simple Model for Option Pricing with Jumping Stochastic Volatility |
scientific article |
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A Simple Model for Option Pricing with Jumping Stochastic Volatility (English)
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6 June 2001
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Black-Scholes model
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jumps in volatility
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