Indifference Pricing in a Market with Transaction Costs and Jumps (Q4626491)
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scientific article; zbMATH DE number 7030693
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Indifference Pricing in a Market with Transaction Costs and Jumps |
scientific article; zbMATH DE number 7030693 |
Statements
Indifference Pricing in a Market with Transaction Costs and Jumps (English)
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28 February 2019
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European call option pricing
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transaction costs
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jumps
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Lévy process
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0.89205295
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0.8893276
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0.8678731
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0.8672763
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0.8594647
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0.85935867
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0.8554417
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0.8551431
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0.85391116
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