Equilibrium pricing of foreign exchange options under a discontinuous model with stochastic jump intensity (Q5079464)
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scientific article; zbMATH DE number 7532936
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Equilibrium pricing of foreign exchange options under a discontinuous model with stochastic jump intensity |
scientific article; zbMATH DE number 7532936 |
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Equilibrium pricing of foreign exchange options under a discontinuous model with stochastic jump intensity (English)
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27 May 2022
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equilibrium pricing
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foreign exchange option
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partial integro-differential equation
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stochastic jump intensity
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