Rare Shock, Two-Factor Stochastic Volatility and Currency Option Pricing (Q4585900)
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scientific article; zbMATH DE number 6934621
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Rare Shock, Two-Factor Stochastic Volatility and Currency Option Pricing |
scientific article; zbMATH DE number 6934621 |
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Rare Shock, Two-Factor Stochastic Volatility and Currency Option Pricing (English)
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11 September 2018
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spot foreign exchange rate
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rare shock
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Esscher transform
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currency option
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