Stability of the European option value function under jump-diffusion process (Q4605918)
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scientific article; zbMATH DE number 6844559
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| default for all languages | No label defined |
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| English | Stability of the European option value function under jump-diffusion process |
scientific article; zbMATH DE number 6844559 |
Statements
27 February 2018
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European option
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jump-diffusion process
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value function
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variational equalities
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stochastic differential equation
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0.7497367858886719
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0.7486207485198975
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0.7479971647262573
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0.7475904226303101
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0.7459853887557983
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