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Stochastic Volatility, Jumps, and Rates: A Unified Framework for Option Pricing and Term-Structure Simulation

Fuente: arXiv

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Detalles Bibliográficos
Autores principales:	Putri, Nunik Srikandi, Verma, Ajay Kumar, Lesupi, Neo Paul
Formato:	Preprint
Publicado:	2026
Materias:	Portfolio Management Computational Finance Mathematical Finance Pricing of Securities Statistical Finance 91G20, 91G30, 91G60, 65T50 G.3; G.1.9; J.1
Acceso en línea:	Acceder al recurso
Etiquetas:	Agregar Etiqueta Sin Etiquetas, Sea el primero en etiquetar este registro!

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