Valuation of stock loans with jump risk (Q1994400)
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scientific article; zbMATH DE number 6970327
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Valuation of stock loans with jump risk |
scientific article; zbMATH DE number 6970327 |
Statements
Valuation of stock loans with jump risk (English)
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1 November 2018
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stock loans
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derivatives pricing
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jump diffusion
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stopping time
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0.8636510372161865
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0.8564208745956421
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0.8413426280021667
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0.8378722667694092
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0.8349047899246216
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