Pricing turbo warrants under mixed-exponential jump diffusion model (Q1619424)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Pricing turbo warrants under mixed-exponential jump diffusion model |
scientific article; zbMATH DE number 6978021
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing turbo warrants under mixed-exponential jump diffusion model |
scientific article; zbMATH DE number 6978021 |
Statements
Pricing turbo warrants under mixed-exponential jump diffusion model (English)
0 references
13 November 2018
0 references
exotic option
0 references
turbo warrants
0 references
mixed-exponential jump diffusion
0 references
Laplace transform
0 references
Euler method
0 references
0 references
