SYMMETRIES IN JUMP-DIFFUSION MODELS WITH APPLICATIONS IN OPTION PRICING AND CREDIT RISK (Q5696846)
From MaRDI portal
scientific article; zbMATH DE number 2216228
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | SYMMETRIES IN JUMP-DIFFUSION MODELS WITH APPLICATIONS IN OPTION PRICING AND CREDIT RISK |
scientific article; zbMATH DE number 2216228 |
Statements
SYMMETRIES IN JUMP-DIFFUSION MODELS WITH APPLICATIONS IN OPTION PRICING AND CREDIT RISK (English)
0 references
19 October 2005
0 references
option pricing
0 references
jump diffusion
0 references
local scale invariance
0 references
homogeneity
0 references
partial differential difference equations
0 references
0 references
