Pricing and hedging foreign equity options under Hawkes jump-diffusion processes (Q2164552)
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scientific article; zbMATH DE number 7571794
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| English | Pricing and hedging foreign equity options under Hawkes jump-diffusion processes |
scientific article; zbMATH DE number 7571794 |
Statements
Pricing and hedging foreign equity options under Hawkes jump-diffusion processes (English)
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15 August 2022
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foreign equity options
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clustered jumps
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Hawkes processes
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Fourier transform
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