Path-dependent option pricing under a two-sided jump-diffusion model (Q2887198)
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scientific article; zbMATH DE number 6041587
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| default for all languages | No label defined |
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| English | Path-dependent option pricing under a two-sided jump-diffusion model |
scientific article; zbMATH DE number 6041587 |
Statements
1 June 2012
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jump-diffusion process
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mixed double exponential distribution
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option pricing
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Path-dependent option pricing under a two-sided jump-diffusion model (English)
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0.8368783593177795
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0.8296751379966736
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0.8239802718162537
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0.8177708983421326
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0.8156686425209045
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