The use of power numeraires in option pricing (Q1728170)

From MaRDI portal
Revision as of 06:09, 11 December 2024 by Import241208061232 (talk | contribs) (Normalize DOI.)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
scientific article
Language Label Description Also known as
English
The use of power numeraires in option pricing
scientific article

    Statements

    title
    The use of power numeraires in option pricing (English)
    0 references
    publication date
    22 February 2019
    0 references
    zbMATH Keywords
    COS method
    0 references
    change of numeraire
    0 references
    barrier options
    0 references
    Heston model
    0 references
    author
    Mark S. Joshi
    0 references

    Identifiers

    zbMATH DE Number
    7027503
    0 references
    OpenAlex ID
    W3121862631
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q1728170&oldid=38716548"
    Powered by MediaWiki