On pricing contingent claims in a two interest rates jump-diffusion model via market completions (Q5325302)
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scientific article; zbMATH DE number 5592516
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| English | On pricing contingent claims in a two interest rates jump-diffusion model via market completions |
scientific article; zbMATH DE number 5592516 |
Statements
8 August 2009
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European options
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market
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hedging
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contingent claims
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jump-diffusion model
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credit rate
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deposit rate
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0.8022202849388123
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0.7961544990539551
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0.7929810881614685
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0.7916980981826782
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