Polynomial Jump-Diffusion Models (Q5119413): Difference between revisions

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Latest revision as of 10:21, 23 July 2024

scientific article; zbMATH DE number 7243693
Language Label Description Also known as
English
Polynomial Jump-Diffusion Models
scientific article; zbMATH DE number 7243693

    Statements

    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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