Exotic Derivatives under Stochastic Volatility Models with Jumps

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Publication:5198570

DOI10.1007/978-3-642-18412-3_17zbMath1233.91286arXiv0912.2595OpenAlexW1651942317MaRDI QIDQ5198570

Martijn R. Pistorius, Aleksandar Mijatović

Publication date: 8 August 2011

Published in: Advanced Mathematical Methods for Finance (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0912.2595




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