Hermite expansion of transition densities and European option prices for multivariate diffusions with jumps (Q2246642)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Hermite expansion of transition densities and European option prices for multivariate diffusions with jumps |
scientific article |
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Hermite expansion of transition densities and European option prices for multivariate diffusions with jumps (English)
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16 November 2021
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Hermite expansion
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transition density
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European option price
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stochastic volatility models
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jumps
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