Spread and basket option pricing in a Markov‐modulated Lévy framework with synchronous jumps (Q4627095)
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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)
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7 March 2019
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basket options
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regime-switching
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spread options
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synchronous jumps
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