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Q4925745 - MaRDI portal

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scientific article; zbMATH DE number 6174812
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English
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scientific article; zbMATH DE number 6174812

    Statements

    author
    Gerald H. L. Cheang
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    Carl Chiarella
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    publication date
    12 June 2013
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    zbMATH Keywords
    European call option
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    jump risk
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    Radon-Nikodým derivative process
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    integro-partial differential equation
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    option price
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    Identifiers

    Mathematics Subject Classification ID
    91G20
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    45K05
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    60J60
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    60J75
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    zbMATH DE Number
    6174812
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