Volatility swaps valuation under stochastic volatility with jumps and stochastic intensity (Q2009351)
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scientific article; zbMATH DE number 7138474
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Volatility swaps valuation under stochastic volatility with jumps and stochastic intensity |
scientific article; zbMATH DE number 7138474 |
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Volatility swaps valuation under stochastic volatility with jumps and stochastic intensity (English)
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28 November 2019
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stochastic volatility model with jumps
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stochastic intensity
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volatility derivatives
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pricing
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0.8541691303253174
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0.8316446542739868
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0.827231764793396
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0.8269864320755005
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0.8266578912734985
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