Option pricing and hedging for optimized Lévy driven stochastic volatility models (Q2410398): Difference between revisions
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Revision as of 07:03, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Option pricing and hedging for optimized Lévy driven stochastic volatility models |
scientific article |
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Option pricing and hedging for optimized Lévy driven stochastic volatility models (English)
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18 October 2017
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Ornstein-Uhlenbeck process
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infinite activity Lévy jumps
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hybrid particle swarm optimization
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hybrid differential evolution optimization
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option pricing
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hedging
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