Simulation Analysis for the Pricing of Bond Option on Arbitrage-Free Models with Jump (Q3512544): Difference between revisions
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| Property / cites work: Exact solutions for bond and option prices with systematic jump risk / rank | |||
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Latest revision as of 13:29, 28 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Simulation Analysis for the Pricing of Bond Option on Arbitrage-Free Models with Jump |
scientific article |
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Simulation Analysis for the Pricing of Bond Option on Arbitrage-Free Models with Jump (English)
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18 July 2008
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arbitrage-free models with jump
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bond option price
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simulation
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