A jump diffusion model with fast mean-reverting stochastic volatility for pricing vulnerable options (Q6607546)
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scientific article; zbMATH DE number 7915342
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| English | A jump diffusion model with fast mean-reverting stochastic volatility for pricing vulnerable options |
scientific article; zbMATH DE number 7915342 |
Statements
A jump diffusion model with fast mean-reverting stochastic volatility for pricing vulnerable options (English)
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18 September 2024
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