Option Pricing under Stochastic Volatility, Jumps and Cost of Information

DOI10.1142/9789814602075_0012zbMath1335.91085OpenAlexW2491303650MaRDI QIDQ3195071

Sana Mahfoudh, Monique Pontier

Publication date: 21 October 2015

Published in: Arbitrage, Credit and Informational Risks (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/9789814602075_0012

zbMATH Keywords

viscosity solutionoption pricingmodel with stochastic volatility, jumps and information costs

Mathematics Subject Classification ID

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