Option pricing with discrete time jump processes (Q1994170): Difference between revisions
From MaRDI portal
Latest revision as of 05:18, 17 July 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Option pricing with discrete time jump processes |
scientific article |
Statements
Option pricing with discrete time jump processes (English)
0 references
1 November 2018
0 references
option pricing
0 references
time jump processes
0 references
exponential affine stochastic discount factor
0 references
minimal entropy martingale measure
0 references
S\&P 500
0 references
CAC 40
0 references
0 references