Valuation of CatEPuts with regime switching (Q3131139)
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scientific article; zbMATH DE number 6830768
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| default for all languages | No label defined |
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| English | Valuation of CatEPuts with regime switching |
scientific article; zbMATH DE number 6830768 |
Statements
29 January 2018
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CatEPuts
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regime-switching
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Esscher transform
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fast Fourier transform
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0.8635010123252869
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0.8202190399169922
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0.7797626852989197
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0.7574432492256165
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