Asymptotic analysis of the mixed-exponential jump diffusion model and its financial applications (Q2098012)
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scientific article; zbMATH DE number 7619230
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| English | Asymptotic analysis of the mixed-exponential jump diffusion model and its financial applications |
scientific article; zbMATH DE number 7619230 |
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Asymptotic analysis of the mixed-exponential jump diffusion model and its financial applications (English)
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17 November 2022
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mixed-exponential jump diffusion model
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exponent equation
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transform inversion
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lookback option
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barrier option
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0.770903468132019
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0.7501399517059326
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0.7395949363708496
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0.7355431318283081
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