Forward start options under Heston affine jump-diffusions and stochastic interest rate
2021
This paper presents a generalization of forward start options under jump diffusion framework of Duffie et al. [Duffie, D, J Pan and K Singleton (2000). Transform analysis and asset pricing for affi...
-
Correction
-
Source
-
Cite
-
Save
17
References
0
Citations
NaN
KQI