Options Pricing for Several Maturities in a Jump-Diffusion Model (Q5326118)
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scientific article; zbMATH DE number 6193373
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Options Pricing for Several Maturities in a Jump-Diffusion Model |
scientific article; zbMATH DE number 6193373 |
Statements
Options Pricing for Several Maturities in a Jump-Diffusion Model (English)
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31 July 2013
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minimal weighted variance
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jump-diffusion model
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efficiency
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