Catastrophe equity put options under stochastic volatility and catastrophe-dependent jumps (Q380540): Difference between revisions
From MaRDI portal
Normalize DOI. |
Normalize DOI. |
||
| Property / DOI | |||
| Property / DOI: 10.3934/JIMO.2014.10.41 / rank | |||
| Property / DOI | |||
| Property / DOI: 10.3934/JIMO.2014.10.41 / rank | |||
Normal rank | |||
Latest revision as of 15:52, 9 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Catastrophe equity put options under stochastic volatility and catastrophe-dependent jumps |
scientific article |
Statements
Catastrophe equity put options under stochastic volatility and catastrophe-dependent jumps (English)
0 references
14 November 2013
0 references
CatEPut
0 references
option pricing
0 references
stochastic volatility
0 references
jump-diffusion process
0 references
moment generating transform
0 references
0 references
