Option Pricing with a General Marked Point Process (Q2757668)

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Option Pricing with a General Marked Point Process
scientific article

    Statements

    title
    Option Pricing with a General Marked Point Process (English)
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    author
    Jean-Luc Prigent
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    publication date
    26 November 2001
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    zbMATH Keywords
    Option pricing, marked point process, predictable processes
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    Identifiers

    Mathematics Subject Classification ID
    91G20
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    60G55
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    60K15
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    91B24
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    zbMATH DE Number
    1677162
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    OpenAlex ID
    W2122877839
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