Pricing powered \(\alpha \)-power Quanto options with and without Poisson jumps (Q6643635)
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scientific article; zbMATH DE number 7949616
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing powered \(\alpha \)-power Quanto options with and without Poisson jumps |
scientific article; zbMATH DE number 7949616 |
Statements
Pricing powered \(\alpha \)-power Quanto options with and without Poisson jumps (English)
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26 November 2024
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financial derivatives
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Quanto option
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power payoff
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risk-neutral dynamics
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