THE FORWARD PDE FOR EUROPEAN OPTIONS ON STOCKS WITH FIXED FRACTIONAL JUMPS (Q4675937): Difference between revisions
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Latest revision as of 10:09, 10 June 2024
scientific article; zbMATH DE number 2166060
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | THE FORWARD PDE FOR EUROPEAN OPTIONS ON STOCKS WITH FIXED FRACTIONAL JUMPS |
scientific article; zbMATH DE number 2166060 |
Statements
THE FORWARD PDE FOR EUROPEAN OPTIONS ON STOCKS WITH FIXED FRACTIONAL JUMPS (English)
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6 May 2005
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credit risk
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default risk
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forward equations
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jump diffusion
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