Exchange options under clustered jump dynamics (Q5139207)
From MaRDI portal
scientific article; zbMATH DE number 7282757
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Exchange options under clustered jump dynamics |
scientific article; zbMATH DE number 7282757 |
Statements
Exchange options under clustered jump dynamics (English)
0 references
7 December 2020
0 references
exchange option
0 references
Hawkes jump-diffusion process
0 references
Greeks
0 references
optimal hedging
0 references
implied beta
0 references
0 references
