Generalized pricing formulas for stochastic volatility jump diffusion models applied to the exponential Vasicek model (Q614589): Difference between revisions

From MaRDI portal
Importer (talk | contribs)
Created a new Item
 
Added link to MaRDI item.
links / mardi / namelinks / mardi / name
 

Revision as of 07:52, 30 January 2024

scientific article
Language Label Description Also known as
English
Generalized pricing formulas for stochastic volatility jump diffusion models applied to the exponential Vasicek model
scientific article

    Statements

    Generalized pricing formulas for stochastic volatility jump diffusion models applied to the exponential Vasicek model (English)
    0 references
    0 references
    0 references
    0 references
    4 January 2011
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references