Pricing path-dependent options under the Hawkes jump diffusion process (Q2097472)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 7616036
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Pricing path-dependent options under the Hawkes jump diffusion process |
scientific article; zbMATH DE number 7616036 |
Statements
Pricing path-dependent options under the Hawkes jump diffusion process (English)
0 references
14 November 2022
0 references
fader options
0 references
path-dependent options
0 references
Hawkes jump diffusion processes
0 references
default risk
0 references
jump risk
0 references
0 references
0.8192228078842163
0 references
0.802732527256012
0 references
0.7717951536178589
0 references
0.7482781410217285
0 references
