Generalized pricing formulas for stochastic volatility jump diffusion models applied to the exponential Vasicek model (Q614589)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Generalized pricing formulas for stochastic volatility jump diffusion models applied to the exponential Vasicek model
scientific article

    Statements

    Generalized pricing formulas for stochastic volatility jump diffusion models applied to the exponential Vasicek model (English)
    0 references
    0 references
    0 references
    0 references
    4 January 2011
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references