Pricing of Spread Options on a Bivariate Jump Market and Stability to Model Risk (Q4682471)
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scientific article; zbMATH DE number 6938618
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing of Spread Options on a Bivariate Jump Market and Stability to Model Risk |
scientific article; zbMATH DE number 6938618 |
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Pricing of Spread Options on a Bivariate Jump Market and Stability to Model Risk (English)
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18 September 2018
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spread options
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jump-diffusion
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stability
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dual measure
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model risk
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