FFT based option pricing under a mean reverting process with stochastic volatility and jumps (Q534218)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | FFT based option pricing under a mean reverting process with stochastic volatility and jumps |
scientific article |
Statements
FFT based option pricing under a mean reverting process with stochastic volatility and jumps (English)
0 references
17 May 2011
0 references