Pricing power exchange options with Hawkes jump diffusion processes (Q2031319)
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scientific article; zbMATH DE number 7356873
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing power exchange options with Hawkes jump diffusion processes |
scientific article; zbMATH DE number 7356873 |
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Pricing power exchange options with Hawkes jump diffusion processes (English)
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9 June 2021
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jump clustering
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Hawkes process
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power exchange options
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jump diffusion
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change of measure
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