Arbitrage-free pricing with diffusion-dependent jumps (Q6860757)
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scientific article; zbMATH DE number 8157693
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Arbitrage-free pricing with diffusion-dependent jumps |
scientific article; zbMATH DE number 8157693 |
Statements
Arbitrage-free pricing with diffusion-dependent jumps (English)
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10 February 2026
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jump-diffusion process
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arbitrage-free pricing
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equivalent martingale measure
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