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

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+https://doi.org/10.1111/j.1467-9965.1993.tb00087.x
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+W2087008919
@@ Property / OpenAlex ID: W2087008919 / rank @@
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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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+The Pricing of Options and Corporate Liabilities
@@ Property / cites work: The Pricing of Options and Corporate Liabilities / rank @@
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+Option pricing: A simplified approach
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+Optimal portfolio for a small investor in a market model with discontinuous prices
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+Option pricing when underlying stock returns are discontinuous
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