Discrete-time bond and option pricing for jump-diffusion processes (Q375257): Difference between revisions
From MaRDI portal
Removed claim: author (P16): Item:Q591356 |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 01:06, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Discrete-time bond and option pricing for jump-diffusion processes |
scientific article |
Statements
Discrete-time bond and option pricing for jump-diffusion processes (English)
0 references
29 October 2013
0 references
jump-diffusions
0 references
options
0 references
bonds
0 references
