No label defined (Q4612381)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 7009472
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | No label defined |
scientific article; zbMATH DE number 7009472 |
Statements
31 January 2019
0 references
option pricing
0 references
Heston model
0 references
regime-switching
0 references
double exponential jump
0 references
fast Fourier transform algorithm
0 references
0.97266877
0 references
0.9715922
0 references
0.96698695
0 references
0.95567304
0 references
0.9347743
0 references
0.9315065
0 references
0.93075067
0 references
0.9268471
0 references
