Option pricing for a stochastic volatility Lévy model with stochastic interest rates (Q2511813)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Option pricing for a stochastic volatility Lévy model with stochastic interest rates |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Option pricing for a stochastic volatility Lévy model with stochastic interest rates |
scientific article |
Statements
Option pricing for a stochastic volatility Lévy model with stochastic interest rates (English)
0 references
6 August 2014
0 references
time-change Lévy process
0 references
stochastic interest rate
0 references
option pricing
0 references
European options
0 references
