Pricing forward starting call option in a jump diffusion model (Q3051641)
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: Pricing forward starting call option in a jump diffusion model |
scientific article; zbMATH DE number 5811473
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Pricing forward starting call option in a jump diffusion model |
scientific article; zbMATH DE number 5811473 |
Statements
5 November 2010
0 references
jump diffusion model
0 references
change of measure
0 references
Girsanov's theorem
0 references
0.9003170728683472
0 references
0.8157125115394592
0 references
0.8133358955383301
0 references
0.8121793270111084
0 references
