Pricing reset options in asymmetric double exponential jump-diffusion models (Q5194479)
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scientific article; zbMATH DE number 7108826
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| English | Pricing reset options in asymmetric double exponential jump-diffusion models |
scientific article; zbMATH DE number 7108826 |
Statements
20 September 2019
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reset options
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jump-diffusion processes
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exponential distribution
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probabilistic method
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0.8450987935066223
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0.8148144483566284
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0.7917702794075012
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0.7894630432128906
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0.781846284866333
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