Coupling and option price comparisons in a jump-diffusion model

DOI10.1080/1045112031000084343zbMath1030.60078OpenAlexW2000066300MaRDI QIDQ4707542

Vicky Henderson, David G. Hobson

Publication date: 12 October 2003

Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/1045112031000084343

zbMATH Keywords

coupling of stochastic processesincomplete market modelsjump and diffusion processespricing measures

Mathematics Subject Classification ID

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