Pricing Cliquet Options in Jump-Diffusion Models (Q5711157)
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scientific article; zbMATH DE number 2237345
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing Cliquet Options in Jump-Diffusion Models |
scientific article; zbMATH DE number 2237345 |
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Pricing Cliquet Options in Jump-Diffusion Models (English)
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9 December 2005
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cliquet options
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equivalent martingale measure
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jump-diffusion models
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option pricing
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