Pricing vulnerable options under jump diffusion processes using double Mellin transform (Q6171523)
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scientific article; zbMATH DE number 7713649
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing vulnerable options under jump diffusion processes using double Mellin transform |
scientific article; zbMATH DE number 7713649 |
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Pricing vulnerable options under jump diffusion processes using double Mellin transform (English)
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18 July 2023
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vulnerable option
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jump diffusion process
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double Mellin transform
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partial integro-differential equation
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