Pricing European options in a bivariate jump-diffusion model (Q5322642)
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scientific article; zbMATH DE number 5585010
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| English | Pricing European options in a bivariate jump-diffusion model |
scientific article; zbMATH DE number 5585010 |
Statements
22 July 2009
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bivariate jump-diffusion model
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European options
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future options
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0.8703277707099915
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0.8390195965766907
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0.8311249017715454
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0.8211937546730042
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