Pricing of FX options in the MPT/CIR jump-diffusion model with approximative fractional stochastic volatility (Q2163921)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing of FX options in the MPT/CIR jump-diffusion model with approximative fractional stochastic volatility |
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Pricing of FX options in the MPT/CIR jump-diffusion model with approximative fractional stochastic volatility (English)
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11 August 2022
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pricing of FX option
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MPT model
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CIR model
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jump-diffusion model
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approximative fractional stochastic volatility
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