Option valuation for the double-factor-cross-feedback infinite activity jump-diffusion model (Q3175669)
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scientific article; zbMATH DE number 6907868
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| English | Option valuation for the double-factor-cross-feedback infinite activity jump-diffusion model |
scientific article; zbMATH DE number 6907868 |
Statements
18 July 2018
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jump-diffusion model
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infinite-activity jumps
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cross-feedback
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sequential Bayesian learning
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0.7967714071273804
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0.7890204787254333
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0.773888885974884
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0.7675883173942566
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0.7595826983451843
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