Exchange option pricing in jump-diffusion models based on esscher transform (Q5154104): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Removed claim: author (P16): Item:Q542569 |
||
| Property / author | |||
| Property / author: Li-Xia Liu / rank | |||
Revision as of 21:46, 15 February 2024
scientific article; zbMATH DE number 7405718
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Exchange option pricing in jump-diffusion models based on esscher transform |
scientific article; zbMATH DE number 7405718 |
Statements
Exchange option pricing in jump-diffusion models based on esscher transform (English)
0 references
1 October 2021
0 references
change of numeraire
0 references
Esscher transform
0 references
exchange option
0 references
jump-diffusion model
0 references
