Pricing FX options in the Heston/CIR jump-diffusion model with log-normal and log-uniform jump amplitudes (Q274846)
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: Pricing FX options in the Heston/CIR jump-diffusion model with log-normal and log-uniform jump amplitudes |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing FX options in the Heston/CIR jump-diffusion model with log-normal and log-uniform jump amplitudes |
scientific article |
Statements
Pricing FX options in the Heston/CIR jump-diffusion model with log-normal and log-uniform jump amplitudes (English)
0 references
25 April 2016
0 references
