Option pricing under mixed exponential jump diffusion model based on the FST method (Q3307531)
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scientific article; zbMATH DE number 7234669
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| default for all languages | No label defined |
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| English | Option pricing under mixed exponential jump diffusion model based on the FST method |
scientific article; zbMATH DE number 7234669 |
Statements
12 August 2020
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mixed-exponential jump diffusion model
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FST method
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European option pricing
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partial integro-differential equation
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model calibration
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混合指数跳扩散模型下基于 FST 方法的期权定价 (English)
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0.7776448130607605
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0.7768740653991699
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0.7758017778396606
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