Indifference Pricing in a Market with Transaction Costs and Jumps (Q4626491): Difference between revisions
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Revision as of 15:52, 7 February 2024
scientific article; zbMATH DE number 7030693
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Indifference Pricing in a Market with Transaction Costs and Jumps |
scientific article; zbMATH DE number 7030693 |
Statements
Indifference Pricing in a Market with Transaction Costs and Jumps (English)
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28 February 2019
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European call option pricing
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transaction costs
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jumps
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Lévy process
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