Pricing exchange options under hybrid stochastic volatility and interest rate models (Q6653510)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Pricing exchange options under hybrid stochastic volatility and interest rate models |
scientific article; zbMATH DE number 7958806
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing exchange options under hybrid stochastic volatility and interest rate models |
scientific article; zbMATH DE number 7958806 |
Statements
Pricing exchange options under hybrid stochastic volatility and interest rate models (English)
0 references
16 December 2024
0 references
exchange options
0 references
stochastic volatility
0 references
stochastic interest rate
0 references
hybrid model
0 references
closed-form
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
