A PDE approach to jump-diffusions (Q2994851)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | A PDE approach to jump-diffusions |
scientific article |
Statements
A PDE approach to jump-diffusions (English)
0 references
29 April 2011
0 references
martingales
0 references
jump-diffusion processes
0 references
partial differential equations
0 references
calibration
0 references
options
0 references