Option pricing for a jump diffusion model with fractional stochastic volatility (Q4581812)
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scientific article; zbMATH DE number 6921276
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| English | Option pricing for a jump diffusion model with fractional stochastic volatility |
scientific article; zbMATH DE number 6921276 |
Statements
21 August 2018
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fractional Brownian motion
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approximate approach
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stochastic volatility
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jump diffusion model
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0.8413747549057007
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0.8324657082557678
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0.8274716138839722
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0.8205953240394592
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