Jumps and stochastic volatility in crude oil prices and advances in average option pricing (Q4554251): Difference between revisions
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Revision as of 23:47, 29 February 2024
scientific article; zbMATH DE number 6976847
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Jumps and stochastic volatility in crude oil prices and advances in average option pricing |
scientific article; zbMATH DE number 6976847 |
Statements
Jumps and stochastic volatility in crude oil prices and advances in average option pricing (English)
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13 November 2018
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oil prices
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stochastic volatility
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jump diffusion
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arithmetic Asian options
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