Option pricing for a stochastic volatility Lévy model with stochastic interest rates (Q2511813): Difference between revisions
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Revision as of 07:25, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Option pricing for a stochastic volatility Lévy model with stochastic interest rates |
scientific article |
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Option pricing for a stochastic volatility Lévy model with stochastic interest rates (English)
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6 August 2014
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time-change Lévy process
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stochastic interest rate
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option pricing
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European options
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