Pricing exchange options with correlated jump diffusion processes (Q4957241): Difference between revisions
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Revision as of 19:12, 5 March 2024
scientific article; zbMATH DE number 7390942
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing exchange options with correlated jump diffusion processes |
scientific article; zbMATH DE number 7390942 |
Statements
Pricing exchange options with correlated jump diffusion processes (English)
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3 September 2021
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spread options
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energy derivatives
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jump diffusion processes
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two-dimensional Poisson processes
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self-decomposability
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