Exchange Options Under Jump-Diffusion Dynamics (Q2889586)
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scientific article; zbMATH DE number 6043660
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Exchange Options Under Jump-Diffusion Dynamics |
scientific article; zbMATH DE number 6043660 |
Statements
Exchange Options Under Jump-Diffusion Dynamics (English)
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8 June 2012
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American options
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exchange options
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compound Poisson processes
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equivalent martingale measure
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0.93572956
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0.9354072
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0.93403363
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0.9231886
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0.92296994
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0.92223835
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0.9183283
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0.9153861
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0.91521263
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