Numerical simulations for the pricing of options in jump diffusion markets (Q442180)
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scientific article; zbMATH DE number 6064562
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Numerical simulations for the pricing of options in jump diffusion markets |
scientific article; zbMATH DE number 6064562 |
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Numerical simulations for the pricing of options in jump diffusion markets (English)
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10 August 2012
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model with jumps
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incomplete markets
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European options
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Monte Carlo method
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0.9697191
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0.9528259
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0.9488993
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0.9437095
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0.9366743
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0.93027544
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0.9286084
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0.92586625
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