Exchange option pricing in jump-diffusion models based on esscher transform (Q5154104): Difference between revisions
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Revision as of 01:21, 20 March 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)
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1 October 2021
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change of numeraire
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Esscher transform
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exchange option
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jump-diffusion model
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