Cliquet option pricing in a jump-diffusion Lévy model (Q2414852)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Cliquet option pricing in a jump-diffusion Lévy model |
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Cliquet option pricing in a jump-diffusion Lévy model (English)
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17 May 2019
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cliquet option pricing
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path-dependent exotic option
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equity indexed annuity
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structured product
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sensitivity analysis
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Greeks
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jump-diffusion model
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Lévy process
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stochastic differential equation
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compound Poisson process
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Fourier transform
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distribution function
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