Exotic Derivatives under Stochastic Volatility Models with Jumps (Q5198570)
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: Exotic Derivatives under Stochastic Volatility Models with Jumps |
scientific article; zbMATH DE number 5936958
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Exotic Derivatives under Stochastic Volatility Models with Jumps |
scientific article; zbMATH DE number 5936958 |
Statements
Exotic Derivatives under Stochastic Volatility Models with Jumps (English)
0 references
8 August 2011
0 references
double barrier option
0 references
volatility surface
0 references
volatility derivatives
0 references
forward starting options
0 references
stochastic volatility models with jumps
0 references
fluid embedding
0 references
complex matrix Wiener-Hopf factorization
0 references
