Option pricing and hedge portfolios for poisson progresses (Q3475093): Difference between revisions

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+MaRDI publication profile
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+https://doi.org/10.1080/07362999008809204
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+W2042375928
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@@ Property / cites work @@
+Contingent claims valuation when the security price is a combination of an Itō process and a random point process
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@@ 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 @@
+Martingales and stochastic integrals in the theory of continuous trading
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@@ Property / cites work @@
+Option pricing when underlying stock returns are discontinuous
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:3475093