Double-Barrier Option Pricing Under the Hyper-Exponential Jump Diffusion Model (Q5014522)
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scientific article; zbMATH DE number 7440860
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Double-Barrier Option Pricing Under the Hyper-Exponential Jump Diffusion Model |
scientific article; zbMATH DE number 7440860 |
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Double-Barrier Option Pricing Under the Hyper-Exponential Jump Diffusion Model (English)
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8 December 2021
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Lévy processes
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barrier options
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Toeplitz operators
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Wiener-Hopf method
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