ERROR ESTIMATES FOR OPTION PRICES IN JUMP-DIFFUSION MODELS (Q4792616)
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scientific article; zbMATH DE number 1869894
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | ERROR ESTIMATES FOR OPTION PRICES IN JUMP-DIFFUSION MODELS |
scientific article; zbMATH DE number 1869894 |
Statements
ERROR ESTIMATES FOR OPTION PRICES IN JUMP-DIFFUSION MODELS (English)
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25 May 2003
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jump-diffusion model
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Black-Scholes model
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option price
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