The call option pricing for the stocks with jump-diffusion process based on foreign exchange rate (Q2993877)
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scientific article; zbMATH DE number 6612425
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| English | The call option pricing for the stocks with jump-diffusion process based on foreign exchange rate |
scientific article; zbMATH DE number 6612425 |
Statements
10 August 2016
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jump-diffusion process
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foreign exchange
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martingale pricing method
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risk-neutral
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0.8927291631698608
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0.8839461803436279
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0.825240433216095
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0.8199501037597656
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