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Volatility swaps valuation under stochastic volatility with jumps and stochastic intensity.
Ben-Zhang Yang
Jia Yue
Ming-hui Wang
Nan-Jing Huang
Published in:
Appl. Math. Comput. (2019)
Keyphrases
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stock market
monte carlo
stock price
garch model
markov chain
stochastic models
database
search engine
decision makers
exchange rate
financial markets
stochastic process
markov processes
stochastic programming
stochastic nature
chinese stock market