A unified option pricing model with Markov regime-switching double stochastic volatility, stochastic interest rate and jumps (Q5093699)
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scientific article; zbMATH DE number 7565480
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A unified option pricing model with Markov regime-switching double stochastic volatility, stochastic interest rate and jumps |
scientific article; zbMATH DE number 7565480 |
Statements
A unified option pricing model with Markov regime-switching double stochastic volatility, stochastic interest rate and jumps (English)
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1 August 2022
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option pricing
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Markov regime switching
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stochastic interest rate
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double stochastic volatility
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jumps
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