Double-Barrier Option Pricing Under the Hyper-Exponential Jump Diffusion Model
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Publication:5014522
DOI10.1007/978-3-030-76829-4_10zbMath1479.91398MaRDI QIDQ5014522
O. A. Mendez-Lara, Sergei M. Grudsky
Publication date: 8 December 2021
Published in: Operator Theory and Harmonic Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-030-76829-4_10
60G51: Processes with independent increments; Lévy processes
91G20: Derivative securities (option pricing, hedging, etc.)
60J74: Jump processes on discrete state spaces
Cites Work
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