Equilibrium valuation of currency options with stochastic volatility and systemic co-jumps (Q2097471)
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scientific article; zbMATH DE number 7616034
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Equilibrium valuation of currency options with stochastic volatility and systemic co-jumps |
scientific article; zbMATH DE number 7616034 |
Statements
Equilibrium valuation of currency options with stochastic volatility and systemic co-jumps (English)
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14 November 2022
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equilibrium pricing
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co-jumps
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currency option
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partial integro-differential equation
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