FOURIER TRANSFORM METHODS FOR REGIME-SWITCHING JUMP-DIFFUSIONS AND THE PRICING OF FORWARD STARTING OPTIONS (Q3166714)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | FOURIER TRANSFORM METHODS FOR REGIME-SWITCHING JUMP-DIFFUSIONS AND THE PRICING OF FORWARD STARTING OPTIONS |
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FOURIER TRANSFORM METHODS FOR REGIME-SWITCHING JUMP-DIFFUSIONS AND THE PRICING OF FORWARD STARTING OPTIONS (English)
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15 October 2012
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regime switching jump-diffusion models
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Fourier transform methods
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option pricing
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forward starting options
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stochastic volatility models
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