Exchange options under clustered jump dynamics
Yong Ma, Dongtao Pan and Tianyang Wang
| Year of publication: |
2020
|
|---|---|
| Authors: | Ma, Yong ; Pan, Dongtao ; Wang, Tianyang |
| Published in: |
Quantitative finance. - London : Taylor & Francis, ISSN 1469-7696, ZDB-ID 2027557-2. - Vol. 20.2020, 6, p. 949-967
|
| Subject: | Exchange option | Greeks | Hawkes jump-diffusion process | Implied beta | Optimal hedging | Hedging | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | Griechenland | Greece | Derivat | Derivative |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/14697688.2019.1704045 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012262652