Generalized pricing formulas for stochastic volatility jump diffusion models applied to the exponential Vasicek model (Q614589): Difference between revisions
From MaRDI portal
Removed claims |
Changed an Item |
||
Property / author | |||
Property / author: Damiaan Lemmens / rank | |||
Normal rank | |||
Property / author | |||
Property / author: Jacques Tempère / rank | |||
Normal rank |
Revision as of 19:36, 12 February 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
4 January 2011
0 references