Pricing power exchange options with default risk, stochastic volatility and stochastic interest rate (Q6107577)
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scientific article; zbMATH DE number 7706288
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing power exchange options with default risk, stochastic volatility and stochastic interest rate |
scientific article; zbMATH DE number 7706288 |
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Pricing power exchange options with default risk, stochastic volatility and stochastic interest rate (English)
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3 July 2023
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power exchange options
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default risk
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stochastic volatility model
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stochastic interest rate
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fast Fourier transform
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