Polynomial Jump-Diffusion Models (Q5119413)
From MaRDI portal
scientific article; zbMATH DE number 7243693
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Polynomial Jump-Diffusion Models |
scientific article; zbMATH DE number 7243693 |
Statements
Polynomial Jump-Diffusion Models (English)
0 references
4 September 2020
0 references
polynomial jump diffusions
0 references
affine jump diffusions
0 references
polynomial transformations
0 references
conditional Lévy processes
0 references
Lévy time change
0 references
asset pricing models
0 references
stochastic volatility
0 references
0 references
