Stochastic differential equations with diffusion and jumps modeling currency markets (Q845088)
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scientific article; zbMATH DE number 5666482
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic differential equations with diffusion and jumps modeling currency markets |
scientific article; zbMATH DE number 5666482 |
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Stochastic differential equations with diffusion and jumps modeling currency markets (English)
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5 February 2010
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exchange rate
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market option prices
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local volatility
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Merton's model
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