Coupling and option price comparisons in a jump-diffusion model (Q4707542): Difference between revisions
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Revision as of 21:46, 22 February 2024
scientific article; zbMATH DE number 1926024
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Coupling and option price comparisons in a jump-diffusion model |
scientific article; zbMATH DE number 1926024 |
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Coupling and option price comparisons in a jump-diffusion model (English)
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12 October 2003
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incomplete market models
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jump and diffusion processes
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coupling of stochastic processes
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pricing measures
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