Spread and basket option pricing in a Markov‐modulated Lévy framework with synchronous jumps (Q4627095): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 17:39, 5 March 2024
scientific article; zbMATH DE number 7033548
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Spread and basket option pricing in a Markov‐modulated Lévy framework with synchronous jumps |
scientific article; zbMATH DE number 7033548 |
Statements
Spread and basket option pricing in a Markov‐modulated Lévy framework with synchronous jumps (English)
0 references
7 March 2019
0 references
basket options
0 references
regime-switching
0 references
spread options
0 references
synchronous jumps
0 references
