Pricing Equity Swaps in an Economy with Jumps (Q3176521)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing Equity Swaps in an Economy with Jumps |
scientific article |
Statements
Pricing Equity Swaps in an Economy with Jumps (English)
0 references
20 July 2018
0 references
derivatives pricing
0 references
equity swaps
0 references
convexity corrections
0 references
marked point processes
0 references
martingales
0 references
