Pricing of Parisian Options for a Jump-Diffusion Model with Two-Sided Jumps (Q5363115): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set OpenAlex properties. |
||
| (3 intermediate revisions by 2 users not shown) | |||
| Property / author | |||
| Property / author: Hansjoerg Albrecher / rank | |||
| Property / author | |||
| Property / author: Xiao-Wen Zhou / rank | |||
| Property / author | |||
| Property / author: Hansjoerg Albrecher / rank | |||
Normal rank | |||
| Property / author | |||
| Property / author: Xiao-Wen Zhou / rank | |||
Normal rank | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1080/1350486x.2011.599976 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2069711602 / rank | |||
Normal rank | |||
Latest revision as of 09:32, 30 July 2024
scientific article; zbMATH DE number 6786429
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing of Parisian Options for a Jump-Diffusion Model with Two-Sided Jumps |
scientific article; zbMATH DE number 6786429 |
Statements
Pricing of Parisian Options for a Jump-Diffusion Model with Two-Sided Jumps (English)
0 references
5 October 2017
0 references
Parisian options
0 references
Laplace transform
0 references
double-exponential model
0 references
one-sided exit problem
0 references
jump-diffusion model
0 references
