Unifying pricing formula for several stochastic volatility models with jumps (Q4620219)
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scientific article; zbMATH DE number 7015516
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Unifying pricing formula for several stochastic volatility models with jumps |
scientific article; zbMATH DE number 7015516 |
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Unifying pricing formula for several stochastic volatility models with jumps (English)
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8 February 2019
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stochastic volatility models
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option pricing
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fundamental transform
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PIDE
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fractional volatility
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