Generalized pricing formulas for stochastic volatility jump diffusion models applied to the exponential Vasicek model (Q614589)
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scientific article; zbMATH DE number 5832042
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| English | Generalized pricing formulas for stochastic volatility jump diffusion models applied to the exponential Vasicek model |
scientific article; zbMATH DE number 5832042 |
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Generalized pricing formulas for stochastic volatility jump diffusion models applied to the exponential Vasicek model (English)
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4 January 2011
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0.7702640295028687
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0.7657424211502075
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0.7637481093406677
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0.7636846303939819
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