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Alternative models for FX: pricing double barrier options in regime-switching Lévy models with memory

Fuente: arXiv

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Détails bibliographiques
Auteurs principaux:	Boyarchenko, Svetlana, Levendorskiĭ, Sergei
Format:	Preprint
Publié:	2024
Sujets:	Pricing of Securities Computational Finance 60-08, 42A38, 42B10, 44A10, 65R10, 65G51, 91G20, 91G60
Accès en ligne:	Acceder al recurso
Tags:	Ajouter un tag Pas de tags, Soyez le premier à ajouter un tag!

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