Equilibrium valuation of currency options under a jump-diffusion model with stochastic volatility (Q484871)
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scientific article; zbMATH DE number 6384543
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| English | Equilibrium valuation of currency options under a jump-diffusion model with stochastic volatility |
scientific article; zbMATH DE number 6384543 |
Statements
Equilibrium valuation of currency options under a jump-diffusion model with stochastic volatility (English)
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8 January 2015
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equilibrium valuation
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currency option
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jump-diffusion model with stochastic volatility
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integro-differential equation
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0.841174840927124
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0.8101547360420227
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0.8074712157249451
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0.8035923838615417
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0.7902610301971436
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