Indifference Pricing in a Market with Transaction Costs and Jumps (Q4626491): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1007/978-3-319-61282-9_3 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2755858470 / rank | |||
Normal rank | |||
Revision as of 21:24, 19 March 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)
0 references
28 February 2019
0 references
European call option pricing
0 references
transaction costs
0 references
jumps
0 references
Lévy process
0 references
