Forward starting options pricing with double stochastic volatility, stochastic interest rates and double jumps (Q2359987)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Forward starting options pricing with double stochastic volatility, stochastic interest rates and double jumps |
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Forward starting options pricing with double stochastic volatility, stochastic interest rates and double jumps (English)
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23 June 2017
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forward starting options
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COS method
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double exponential jumps
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stochastic interest rates
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double Heston model
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