A pricing method for multi-stage causal compound options following a jump-diffusion process (Q2860638)
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scientific article; zbMATH DE number 6230908
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A pricing method for multi-stage causal compound options following a jump-diffusion process |
scientific article; zbMATH DE number 6230908 |
Statements
19 November 2013
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jump-diffusion process
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multi-stage
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causal compound option
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A pricing method for multi-stage causal compound options following a jump-diffusion process (English)
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