Analog of the black-scholes formula for option pricing under conditions of (b, s, x)-incomplete market of securities with jumps (Q2722131): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Latest revision as of 09:11, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Analog of the black-scholes formula for option pricing under conditions of (b, s, x)-incomplete market of securities with jumps |
scientific article |
Statements
Analog of the black-scholes formula for option pricing under conditions of (b, s, x)-incomplete market of securities with jumps (English)
0 references
11 July 2001
0 references
Black-Scholes formula
0 references
Feynman-Kac formula
0 references
random evolution process
0 references
Markov process
0 references
