Option pricing for stochastic volatility model with infinite activity Lévy jumps (Q1619524)
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scientific article; zbMATH DE number 6978116
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Option pricing for stochastic volatility model with infinite activity Lévy jumps |
scientific article; zbMATH DE number 6978116 |
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Option pricing for stochastic volatility model with infinite activity Lévy jumps (English)
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13 November 2018
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stochastic volatility
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infinite activity Lévy process
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differential evolution algorithm
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option pricing
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