Efficient Asian option pricing under regime switching jump diffusions and stochastic volatility models (Q2022921)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Efficient Asian option pricing under regime switching jump diffusions and stochastic volatility models |
scientific article |
Statements
Efficient Asian option pricing under regime switching jump diffusions and stochastic volatility models (English)
0 references
3 May 2021
0 references
Asian options
0 references
jump diffusion
0 references
stochastic volatility
0 references
regime switching
0 references
Markov chain
0 references
CTMC
0 references
Fourier
0 references
exotic option
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
