Pricing Average and Spread Options Under Local-Stochastic Volatility Jump-Diffusion Models (Q5219719)
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 Average and Spread Options Under Local-Stochastic Volatility Jump-Diffusion Models |
scientific article; zbMATH DE number 7179963
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing Average and Spread Options Under Local-Stochastic Volatility Jump-Diffusion Models |
scientific article; zbMATH DE number 7179963 |
Statements
Pricing Average and Spread Options Under Local-Stochastic Volatility Jump-Diffusion Models (English)
0 references
12 March 2020
0 references
average options
0 references
local volatility models
0 references
stochastic volatility models
0 references
jump-diffusion models
0 references
spread options
0 references
asymptotic expansions
0 references
approximation formula
0 references
0 references
0 references
