European option pricing when the riskfree interest rate follows a jump process (Q4951471)
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scientific article; zbMATH DE number 1439277
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | European option pricing when the riskfree interest rate follows a jump process |
scientific article; zbMATH DE number 1439277 |
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European option pricing when the riskfree interest rate follows a jump process (English)
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11 May 2001
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option pricing
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Poisson process
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stochastic volatility
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filtering
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0.9249398
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0.91706264
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0.9060741
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0.9026411
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0.90217865
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0.90204734
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0.89612687
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0.89509726
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