Option valuation under double exponential jump with stochastic intensity, stochastic interest rates and Markov regime-switching stochastic volatility (Q6106177)
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scientific article; zbMATH DE number 7702493
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Option valuation under double exponential jump with stochastic intensity, stochastic interest rates and Markov regime-switching stochastic volatility |
scientific article; zbMATH DE number 7702493 |
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Option valuation under double exponential jump with stochastic intensity, stochastic interest rates and Markov regime-switching stochastic volatility (English)
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27 June 2023
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Markov regime switching
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double exponential
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stochastic intensity
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stochastic interest rate
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stochastic volatility
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option pricing
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