Pricing options under simultaneous stochastic volatility and jumps: a simple closed-form formula without numerical/computational methods (Q2067122)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing options under simultaneous stochastic volatility and jumps: a simple closed-form formula without numerical/computational methods |
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Pricing options under simultaneous stochastic volatility and jumps: a simple closed-form formula without numerical/computational methods (English)
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17 January 2022
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option pricing
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stochastic volatility
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jump diffusion
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closed-form solution
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the Black-Scholes PDE
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