Semi-analytical Pricing of Currency Options in the Heston/CIR Jump-Diffusion Hybrid Model (Q4682470): Difference between revisions
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Latest revision as of 11:13, 30 July 2024
scientific article; zbMATH DE number 6938617
Language | Label | Description | Also known as |
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English | Semi-analytical Pricing of Currency Options in the Heston/CIR Jump-Diffusion Hybrid Model |
scientific article; zbMATH DE number 6938617 |
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Semi-analytical Pricing of Currency Options in the Heston/CIR Jump-Diffusion Hybrid Model (English)
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18 September 2018
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foreign exchange options
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Heston's model
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CIR model
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jump-diffusion model
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