Pricing vulnerable European options under a jump-diffusion model with stochastic rate (Q5129302)
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scientific article; zbMATH DE number 7266316
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| English | Pricing vulnerable European options under a jump-diffusion model with stochastic rate |
scientific article; zbMATH DE number 7266316 |
Statements
27 October 2020
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vulnerable option
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jump-diffusion model
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European options
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0.8907818794250488
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0.8831504583358765
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0.8788256645202637
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0.8641912341117859
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