Option pricing under the double stochastic volatility with double jump model (Q4625353)
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scientific article; zbMATH DE number 7027617
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|---|---|---|---|
| default for all languages | No label defined |
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| English | Option pricing under the double stochastic volatility with double jump model |
scientific article; zbMATH DE number 7027617 |
Statements
22 February 2019
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power option
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Monte Carlo
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fast Fourier transform
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double stochastic volatility
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double jump
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0.8656446933746338
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0.8602344393730164
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0.8443158268928528
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0.840164840221405
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