Option pricing for a stochastic volatility Lévy model with stochastic interest rates (Q2511813): Difference between revisions
From MaRDI portal
Created a new Item |
Normalize DOI. |
||
| (3 intermediate revisions by 3 users not shown) | |||
| Property / DOI | |||
| Property / DOI: 10.1016/j.jkss.2012.04.007 / rank | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1016/j.jkss.2012.04.007 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2014952306 / rank | |||
Normal rank | |||
| Property / DOI | |||
| Property / DOI: 10.1016/J.JKSS.2012.04.007 / rank | |||
Normal rank | |||
| links / mardi / name | links / mardi / name | ||
Latest revision as of 03:26, 19 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Option pricing for a stochastic volatility Lévy model with stochastic interest rates |
scientific article |
Statements
Option pricing for a stochastic volatility Lévy model with stochastic interest rates (English)
0 references
6 August 2014
0 references
time-change Lévy process
0 references
stochastic interest rate
0 references
option pricing
0 references
European options
0 references
