Option pricing and hedging for optimized Lévy driven stochastic volatility models (Q2410398)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Option pricing and hedging for optimized Lévy driven stochastic volatility models |
scientific article |
Statements
Option pricing and hedging for optimized Lévy driven stochastic volatility models (English)
0 references
18 October 2017
0 references
Ornstein-Uhlenbeck process
0 references
infinite activity Lévy jumps
0 references
hybrid particle swarm optimization
0 references
hybrid differential evolution optimization
0 references
option pricing
0 references
hedging
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
