The foreign-domestic symmetry formula of FX options in stochastic volatility jump-diffusion models (Q5399569)
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scientific article; zbMATH DE number 6263440
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| English | The foreign-domestic symmetry formula of FX options in stochastic volatility jump-diffusion models |
scientific article; zbMATH DE number 6263440 |
Statements
28 February 2014
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FX options
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stochastic volatility
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foreign-domestic symmetry formula
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Attari's formula
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0.7755410075187683
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0.7708703875541687
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0.7636666297912598
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