Calibration and hedging under jump diffusion
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Publication:375525
DOI10.1007/s11147-006-9003-1zbMath1274.91414MaRDI QIDQ375525
Publication date: 31 October 2013
Published in: Review of Derivatives Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11147-006-9003-1
91G20: Derivative securities (option pricing, hedging, etc.)
Uses Software