Convergence of Jump-Diffusion Modelsto the Black–Scholes Model (Q4795544)
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scientific article; zbMATH DE number 1873576
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Convergence of Jump-Diffusion Modelsto the Black–Scholes Model |
scientific article; zbMATH DE number 1873576 |
Statements
Convergence of Jump-Diffusion Modelsto the Black–Scholes Model (English)
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24 February 2003
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Lévy process
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jump-diffusion
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minimal martingale measure and strategy
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