The range of American contingent claims prices in the jump-diffusion model
From MaRDI portal
Publication:3545493
zbMATH Open1155.91395MaRDI QIDQ3545493FDOQ3545493
Authors: Jacek Wybraniec 
Publication date: 10 December 2008
Recommendations
- Bounds for the range of American contingent claim prices in the jump-diffusion model
- On pricing contingent claims in a two interest rates jump-diffusion model via market completions
- Location of Schweizer price in the range of European option prices for a diffusion with jumps model of of the financial market
- scientific article; zbMATH DE number 559089
- Pricing and hedging of american contingent claims in incomplete markets
Cited In (5)
- Location of Schweizer price in the range of European option prices for a diffusion with jumps model of of the financial market
- On pricing contingent claims in a two interest rates jump-diffusion model via market completions
- Bounds for the range of American contingent claim prices in the jump-diffusion model
- Computational Science – ICCS 2005
- Pricing of American contingent claims with jump stock price and constrained portfolios
This page was built for publication: The range of American contingent claims prices in the jump-diffusion model
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3545493)
