Valuation of European crude oil options with co-jump diffusions and stochastic interest rate (Q2698596)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Valuation of European crude oil options with co-jump diffusions and stochastic interest rate |
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Valuation of European crude oil options with co-jump diffusions and stochastic interest rate (English)
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24 April 2023
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crude oil options
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fast Fourier transform
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partial integro-differential equation
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stochastic convenience yield
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co-jump risks
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stochastic interest rate
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