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POST
Kou Double Exponential Jump Model

Authorizations

X-API-Key
string
header
required

API key for authentication. Get your key at https://api.fincept.in/auth/register

Body

application/json
S
number
required

Current stock price

K
number
required

Strike price

T
number
required

Time to maturity in years

r
number
required

Risk-free rate

sigma
number
required

Diffusion volatility

lambda_jump
number
required

Jump intensity (average jumps per year)

p
number
required

Probability of upward jump (0 < p < 1). Complement (1-p) is downward jump probability

eta1
number
required

Upward jump mean (decay rate of positive exponential). Typical: 5-30

eta2
number
required

Downward jump mean (decay rate of negative exponential). Typical: 5-30

q
number
default:0

Dividend yield

Response

Successfully priced Kou model option

success
boolean
Example:

true

data
object
Example: