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Pricing Derivatives under Self-Exciting Dynamics: A Finite-Difference and Transform Approach

Fuente: arXiv

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Détails bibliographiques
Auteurs principaux:	Ahmed, Aqib, Eyjólfsson, Heiðar
Format:	Preprint
Publié:	2026
Sujets:	Mathematical Finance Pricing of Securities 91G20, 91G80, 65M06, 60G55
Accès en ligne:	Acceder al recurso
Tags:	Ajouter un tag Pas de tags, Soyez le premier à ajouter un tag!

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