Risk Neutral Jump Arrival Rates Implied in Option Prices and Their Models (Q5075238)
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scientific article; zbMATH DE number 7524846
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Risk Neutral Jump Arrival Rates Implied in Option Prices and Their Models |
scientific article; zbMATH DE number 7524846 |
Statements
Risk Neutral Jump Arrival Rates Implied in Option Prices and Their Models (English)
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10 May 2022
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limiting distributions
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self-decomposable laws
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Fourier inversion
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crash cliquet
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quasi-infinite divisibility
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