Decomposition formula for jump diffusion models (Q4645330)
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scientific article; zbMATH DE number 6999640
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Decomposition formula for jump diffusion models |
scientific article; zbMATH DE number 6999640 |
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DECOMPOSITION FORMULA FOR JUMP DIFFUSION MODELS (English)
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10 January 2019
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option pricing
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stochastic volatility models
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jump diffusion models
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implied volatility
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0.8028379678726196
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0.77662593126297
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0.7754233479499817
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0.7682926654815674
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