Catastrophe equity put options under stochastic volatility and catastrophe-dependent jumps (Q380540)
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: Catastrophe equity put options under stochastic volatility and catastrophe-dependent jumps |
scientific article; zbMATH DE number 6226902
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Catastrophe equity put options under stochastic volatility and catastrophe-dependent jumps |
scientific article; zbMATH DE number 6226902 |
Statements
Catastrophe equity put options under stochastic volatility and catastrophe-dependent jumps (English)
0 references
14 November 2013
0 references
CatEPut
0 references
option pricing
0 references
stochastic volatility
0 references
jump-diffusion process
0 references
moment generating transform
0 references
0 references
