Pricing options under simultaneous stochastic volatility and jumps: a simple closed-form formula without numerical/computational methods (Q2067122)
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 options under simultaneous stochastic volatility and jumps: a simple closed-form formula without numerical/computational methods |
scientific article; zbMATH DE number 7457965
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing options under simultaneous stochastic volatility and jumps: a simple closed-form formula without numerical/computational methods |
scientific article; zbMATH DE number 7457965 |
Statements
Pricing options under simultaneous stochastic volatility and jumps: a simple closed-form formula without numerical/computational methods (English)
0 references
17 January 2022
0 references
option pricing
0 references
stochastic volatility
0 references
jump diffusion
0 references
closed-form solution
0 references
the Black-Scholes PDE
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
