Unifying pricing formula for several stochastic volatility models with jumps (Q4620219)
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 7015516
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Unifying pricing formula for several stochastic volatility models with jumps |
scientific article; zbMATH DE number 7015516 |
Statements
Unifying pricing formula for several stochastic volatility models with jumps (English)
0 references
8 February 2019
0 references
stochastic volatility models
0 references
option pricing
0 references
fundamental transform
0 references
PIDE
0 references
fractional volatility
0 references
0.9132723
0 references
0.91259074
0 references
0.9044553
0 references
0.89241457
0 references
0.88922524
0 references
0.8857454
0 references
0.8833939
0 references
