Efficient Asian option pricing under regime switching jump diffusions and stochastic volatility models (Q2022921): Difference between revisions
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Revision as of 05:36, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Efficient Asian option pricing under regime switching jump diffusions and stochastic volatility models |
scientific article |
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Efficient Asian option pricing under regime switching jump diffusions and stochastic volatility models (English)
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3 May 2021
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Asian options
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jump diffusion
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stochastic volatility
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regime switching
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Markov chain
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CTMC
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Fourier
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exotic option
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