Pricing path-dependent options under the Hawkes jump diffusion process (Q2097472)
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scientific article; zbMATH DE number 7616036
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing path-dependent options under the Hawkes jump diffusion process |
scientific article; zbMATH DE number 7616036 |
Statements
Pricing path-dependent options under the Hawkes jump diffusion process (English)
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14 November 2022
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fader options
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path-dependent options
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Hawkes jump diffusion processes
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default risk
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jump risk
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