Analysis of a jump-diffusion option pricing model with serially correlated jump sizes (Q4634810)
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scientific article; zbMATH DE number 6858679
| Language | Label | Description | Also known as |
|---|---|---|---|
| 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)
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11 April 2018
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autoregressive process
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jump-diffusion model
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option pricing
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serially correlated jump sizes
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