Location of Schweizer price in the range of European option prices for a diffusion with jumps model of of the financial market
From MaRDI portal
Publication:3545485
Recommendations
- The range of American contingent claims prices in the jump-diffusion model
- Option pricing under jump-diffusion processes with regime switching
- scientific article; zbMATH DE number 1210093
- Bounds for the range of American contingent claim prices in the jump-diffusion model
- scientific article; zbMATH DE number 5026589
Cited in
(2)
This page was built for publication: Location of Schweizer price in the range of European option prices for a diffusion with jumps model of of the financial market
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3545485)