Representation of exchange option prices under stochastic volatility jump-diffusion dynamics
Year of publication: |
2020
|
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Authors: | Cheang, Gerald H. L. ; Garces, Len Patrick Dominic M. |
Subject: | American options | Correction | Exchange options | Fourier transform methods | Jump diffusion processes | Stochastic volatility | Optionspreistheorie | Option pricing theory | Stochastischer Prozess | Stochastic process | Volatilität | Volatility | Optionsgeschäft | Option trading |
Description of contents: | Description [doi.org] |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.1080/14697688.2019.1655785 [DOI] 10.1080/14697688.2019.1655785 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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