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Finite Element Solution of the Two-Dimensional Bates Model for Option Pricing Under Stochastic Volatility and Jumps

Fuente: arXiv

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Dettagli Bibliografici
Autori principali:	Renani, Neda Bagheri, Sevcovic, Daniel
Natura:	Preprint
Pubblicazione:	2026
Soggetti:	Pricing of Securities 45K05, 35K58, 34G20, 91G20
Accesso online:	Acceder al recurso
Tags:	Aggiungi Tag Nessun Tag, puoi essere il primo ad aggiungerne!!

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