A Jump-Diffusion Model for Option Pricing (Q136006): Difference between revisions

Newer edit →

@@ Property / publication date @@
+July 2011Timestamp +2011-07-14T00:00:00Z
Timezone +00:00
Calendar Gregorian
Precision 1 day
Before 0
After 0
-Timestamp
++2011-07-14T00:00:00Z
-Timezone
++00:00
-Calendar
+Gregorian
-Precision
+day
 Before
 After
@@ Property / publication date: 14 July 2011 / rank @@
+Normal rank
@@ Property / author @@
+S. G. Kou
@@ Property / author: S. G. Kou / rank @@
+Normal rank
@@ Property / title @@
+A Jump-Diffusion Model for Option Pricing (English)
@@ Property / title: A Jump-Diffusion Model for Option Pricing (English) / rank @@
+Normal rank
@@ Property / zbMATH Open document ID @@
+.91039
@@ Property / zbMATH Open document ID: 1216.91039 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G20
@@ Property / Mathematics Subject Classification ID: 91G20 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+J75
@@ Property / Mathematics Subject Classification ID: 60J75 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+5920530
@@ Property / zbMATH DE Number: 5920530 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+contingent claims
@@ Property / zbMATH Keywords: contingent claims / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+high peak
@@ Property / zbMATH Keywords: high peak / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+heavy tails
@@ Property / zbMATH Keywords: heavy tails / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+interest rate models
@@ Property / zbMATH Keywords: interest rate models / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+rational expectations
@@ Property / zbMATH Keywords: rational expectations / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+overreaction and underreaction
@@ Property / zbMATH Keywords: overreaction and underreaction / rank @@
+Normal rank