Calibration and option pricing with stochastic volatility and double exponential jumps (Q7008464)
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scientific article; zbMATH DE number 8015356
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| English | Calibration and option pricing with stochastic volatility and double exponential jumps |
scientific article; zbMATH DE number 8015356 |
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Calibration and option pricing with stochastic volatility and double exponential jumps (English)
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21 March 2025
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calibration
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option pricing
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Heston model
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jump diffusion
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stochastic volatility models
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exotic options
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volatility surface
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double exponential distribution
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