Option Pricing For Jump Diffusions: Approximations and Their Interpretation (Q4372009): Difference between revisions
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| Property / cites work: The Pricing of Options and Corporate Liabilities / rank | |||
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Latest revision as of 09:15, 28 May 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)
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21 January 1998
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European contingent claims
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jump-diffusion models
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approximations
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discrete-time models
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mean self-financing and risk-minimizing strategies
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computable approximation
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European call option
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jump-diffusion model
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