Pricing of reload stock options with the stock price obeying the nonhomogeneous Poisson jump diffusion process (Q3501602)
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scientific article; zbMATH DE number 5284299
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| English | Pricing of reload stock options with the stock price obeying the nonhomogeneous Poisson jump diffusion process |
scientific article; zbMATH DE number 5284299 |
Statements
3 June 2008
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reload stock option
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nonhomogeneous Poisson process
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jump-diffusion process
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0.7919668555259705
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0.7846173048019409
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0.7717920541763306
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