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scientific article; zbMATH DE number 7005782 - MaRDI portal

scientific article; zbMATH DE number 7005782

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Publication:4610979

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zbMath1413.91106MaRDI QIDQ4610979

Naghmeh Saber, Farshid Mehrdoust

Publication date: 23 January 2019

Full work available at URL: http://jamm.scu.ac.ir/article_10725_en.html

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

jumps fast Fourier transform risk neutral measure stochastic volatility model double Heston

Mathematics Subject Classification ID

Stochastic models in economics (91B70) Derivative securities (option pricing, hedging, etc.) (91G20)

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