Pricing exchange options with correlated jump diffusion processes
Nicola Cufaro Petroni and Piergiacomo Sabino
| Year of publication: |
2020
|
|---|---|
| Authors: | Cufaro Petroni, Nicola ; Sabino, Piergiacomo |
| Subject: | Energy derivatives | Jump diffusion processes | Self-decomposability | Spread options | Two-dimensional Poisson Processes | Optionspreistheorie | Option pricing theory | Stochastischer Prozess | Stochastic process | Derivat | Derivative | Optionsgeschäft | Option trading | Volatilität | Volatility |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/14697688.2017.1423371 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012313516