Empirical analysis of SH50ETF and SH50ETF option prices under regime-switching jump-diffusion models (Q5078514)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Empirical analysis of SH50ETF and SH50ETF option prices under regime-switching jump-diffusion models |
scientific article; zbMATH DE number 7530960
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Empirical analysis of SH50ETF and SH50ETF option prices under regime-switching jump-diffusion models |
scientific article; zbMATH DE number 7530960 |
Statements
Empirical analysis of SH50ETF and SH50ETF option prices under regime-switching jump-diffusion models (English)
0 references
23 May 2022
0 references
SH50ETF option
0 references
option pricing
0 references
regime-switching
0 references
jump-diffusion
0 references
fast Fourier transform
0 references
0 references
0 references
