Pricing of bi-direction European options on stocks driven by Poisson jump diffusion process (Q3501147)
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scientific article; zbMATH DE number 5283879
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| English | Pricing of bi-direction European options on stocks driven by Poisson jump diffusion process |
scientific article; zbMATH DE number 5283879 |
Statements
3 June 2008
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Poisson jump-diffusion process
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insurance actuary pricing
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European bi-direction option
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stochastic differential equation
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0.8784254789352417
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0.8397888541221619
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