Option Pricing For Jump Diffusions: Approximations and Their Interpretation (Q4372009): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1111/j.1467-9965.1993.tb00087.x
+Normal rank
@@ Property / OpenAlex ID @@
+W2087008919
@@ Property / OpenAlex ID: W2087008919 / rank @@
+Normal rank
@@ Property / cites work @@
+Contingent claims valuation when the security price is a combination of an Itō process and a random point process
+Normal rank
@@ Property / cites work @@
+The Pricing of Options and Corporate Liabilities
@@ Property / cites work: The Pricing of Options and Corporate Liabilities / rank @@
+Normal rank
@@ Property / cites work @@
+Option pricing: A simplified approach
@@ Property / cites work: Option pricing: A simplified approach / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal portfolio for a small investor in a market model with discontinuous prices
+Normal rank
@@ Property / cites work @@
+Option pricing when underlying stock returns are discontinuous
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:4372009