Jump-diffusion processes: volatility smile fitting and numerical methods for option pricing (Q375333)
From MaRDI portal
![]() | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Jump-diffusion processes: volatility smile fitting and numerical methods for option pricing |
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Jump-diffusion processes: volatility smile fitting and numerical methods for option pricing |
scientific article |
Statements
Jump-diffusion processes: volatility smile fitting and numerical methods for option pricing (English)
0 references
29 October 2013
0 references