Discrete-time bond and option pricing for jump-diffusion processes (Q375257): Difference between revisions
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| Property / author: Sanjiv Ranjan Das / rank | |||
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| Property / Mathematics Subject Classification ID: 91G60 / rank | |||
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| Property / Mathematics Subject Classification ID: 91G20 / rank | |||
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| Property / zbMATH DE Number: 6220649 / rank | |||
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jump-diffusions | |||
| Property / zbMATH Keywords: jump-diffusions / rank | |||
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options | |||
| Property / zbMATH Keywords: options / rank | |||
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bonds | |||
| Property / zbMATH Keywords: bonds / rank | |||
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Revision as of 10:23, 29 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Discrete-time bond and option pricing for jump-diffusion processes |
scientific article |
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Discrete-time bond and option pricing for jump-diffusion processes (English)
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29 October 2013
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jump-diffusions
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options
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bonds
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