Pricing of power option with underlying assets following jumping diffusion process (Q2860664)
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scientific article; zbMATH DE number 6230927
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing of power option with underlying assets following jumping diffusion process |
scientific article; zbMATH DE number 6230927 |
Statements
19 November 2013
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pricing
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power option
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jumping diffusion process
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0.9343501
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0.92186636
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0.9150684
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0.9049122
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Pricing of power option with underlying assets following jumping diffusion process (English)
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