Representation of exchange option prices under stochastic volatility jump-diffusion dynamics (Q5121499)
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scientific article; zbMATH DE number 7246981
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Representation of exchange option prices under stochastic volatility jump-diffusion dynamics |
scientific article; zbMATH DE number 7246981 |
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Representation of exchange option prices under stochastic volatility jump-diffusion dynamics (English)
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14 September 2020
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American options
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exchange options
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Fourier transform methods
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jump diffusion processes
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stochastic volatility
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