Option Pricing For Jump Diffusions: Approximations and Their Interpretation (Q4372009): 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/10.1111/j.1467-9965.1993.tb00087.x / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2087008919 / rank | |||
Normal rank | |||
Revision as of 00:34, 20 March 2024
scientific article; zbMATH DE number 1106696
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Option Pricing For Jump Diffusions: Approximations and Their Interpretation |
scientific article; zbMATH DE number 1106696 |
Statements
Option Pricing For Jump Diffusions: Approximations and Their Interpretation (English)
0 references
21 January 1998
0 references
European contingent claims
0 references
jump-diffusion models
0 references
approximations
0 references
discrete-time models
0 references
mean self-financing and risk-minimizing strategies
0 references
computable approximation
0 references
European call option
0 references
jump-diffusion model
0 references
