EQUILIBRIUM VALUATION OF CURRENCY OPTIONS UNDER A DISCONTINUOUS MODEL WITH CO-JUMPS (Q5051916)
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scientific article; zbMATH DE number 7620579
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | EQUILIBRIUM VALUATION OF CURRENCY OPTIONS UNDER A DISCONTINUOUS MODEL WITH CO-JUMPS |
scientific article; zbMATH DE number 7620579 |
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EQUILIBRIUM VALUATION OF CURRENCY OPTIONS UNDER A DISCONTINUOUS MODEL WITH CO-JUMPS (English)
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18 November 2022
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co-jump
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currency option
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equilibrium valuation
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partial integro-differential equation
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