Polynomial Jump-Diffusion Models (Q5119413): Difference between revisions
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scientific article; zbMATH DE number 7243693
Language | Label | Description | Also known as |
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English | Polynomial Jump-Diffusion Models |
scientific article; zbMATH DE number 7243693 |
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Polynomial Jump-Diffusion Models (English)
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4 September 2020
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polynomial jump diffusions
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affine jump diffusions
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polynomial transformations
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conditional Lévy processes
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Lévy time change
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asset pricing models
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stochastic volatility
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