Pricing exchange options under hybrid stochastic volatility and interest rate models (Q6653510)
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scientific article; zbMATH DE number 7958806
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Pricing exchange options under hybrid stochastic volatility and interest rate models |
scientific article; zbMATH DE number 7958806 |
Statements
Pricing exchange options under hybrid stochastic volatility and interest rate models (English)
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16 December 2024
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exchange options
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stochastic volatility
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stochastic interest rate
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hybrid model
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closed-form
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0.8004937767982483
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0.7971466183662415
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0.7833214402198792
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0.7807175517082214
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