Analysis of a jump-diffusion option pricing model with serially correlated jump sizes (Q4634810)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Analysis of a jump-diffusion option pricing model with serially correlated jump sizes |
scientific article; zbMATH DE number 6858679
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Analysis of a jump-diffusion option pricing model with serially correlated jump sizes |
scientific article; zbMATH DE number 6858679 |
Statements
Analysis of a jump-diffusion option pricing model with serially correlated jump sizes (English)
0 references
11 April 2018
0 references
autoregressive process
0 references
jump-diffusion model
0 references
option pricing
0 references
serially correlated jump sizes
0 references
0.9066956
0 references
0.9048958
0 references
0.90157443
0 references
0.8968524
0 references
0.89235675
0 references
0.8917331
0 references
0.89126396
0 references
0.89101374
0 references
