Pricing quanto reset options in a stochastic volatility model with jump risks (Q5128300)
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scientific article; zbMATH DE number 7267364
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| English | Pricing quanto reset options in a stochastic volatility model with jump risks |
scientific article; zbMATH DE number 7267364 |
Statements
27 October 2020
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jump-diffusion model
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stochastic volatility
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quanto reset options
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Fourier inversion transform
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0.854100227355957
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0.840168833732605
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0.7916667461395264
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0.7915059924125671
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