A Numerical Approach to Pricing Exchange Options under Stochastic Volatility and Jump-Diffusion Dynamics

Garces, LPDM Cheang, GHL

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Field	Value	Language
dc.contributor.author	Garces, LPDM
dc.contributor.author	Cheang, GHL
dc.date.accessioned	2023-04-07T12:07:35Z
dc.date.available	2023-04-07T12:07:35Z
dc.date.issued	2021-06-04
dc.identifier.citation	arXiv, 2021
dc.identifier.uri	http://hdl.handle.net/10453/169377
dc.language	en
dc.relation.ispartof	arXiv
dc.relation.isbasedon	10.48550/arxiv.2106.07362
dc.rights	info:eu-repo/semantics/closedAccess
dc.title	A Numerical Approach to Pricing Exchange Options under Stochastic Volatility and Jump-Diffusion Dynamics
dc.type	Preprint
pubs.organisational-group	/University of Technology Sydney
pubs.organisational-group	/University of Technology Sydney/Faculty of Science
pubs.organisational-group	/University of Technology Sydney/Faculty of Science/School of Mathematical and Physical Sciences
utslib.copyright.status	closed_access	*
dc.date.updated	2023-04-07T12:07:30Z

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