Parisian options with jumps: a maturity–excursion randomization approach (Q4619530)
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scientific article; zbMATH DE number 7013650
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Parisian options with jumps: a maturity–excursion randomization approach |
scientific article; zbMATH DE number 7013650 |
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Parisian options with jumps: a maturity–excursion randomization approach (English)
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6 February 2019
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Parisian options
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maturity-excursion randomization
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hyper-exponential jump-diffusion model
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excursion disentanglement
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