Exact solutions for bond and option prices with systematic jump risk (Q375236)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Exact solutions for bond and option prices with systematic jump risk |
scientific article |
Statements
Exact solutions for bond and option prices with systematic jump risk (English)
0 references
29 October 2013
0 references
jump-diffusion models
0 references
bonds
0 references
options
0 references
0 references