A nonstandard treatment of options driven by poisson processes (Q4311557): Difference between revisions
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Latest revision as of 01:45, 20 March 2024
scientific article; zbMATH DE number 679465
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A nonstandard treatment of options driven by poisson processes |
scientific article; zbMATH DE number 679465 |
Statements
A nonstandard treatment of options driven by poisson processes (English)
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22 November 1994
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option pricing
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trading strategy
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nonstandard analysis
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discretization scheme
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Cox-Ross jump process pricing model
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Brownian motion
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Poisson jump price models
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