scientific article; zbMATH DE number 6174812
From MaRDI portal
Publication:4925745
zbMath1277.91165MaRDI QIDQ4925745
Gerald H. L. Cheang, Carl Chiarella
Publication date: 12 June 2013
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
jump riskintegro-partial differential equationoption priceEuropean call optionRadon-Nikodým derivative process
Integro-partial differential equations (45K05) Diffusion processes (60J60) Derivative securities (option pricing, hedging, etc.) (91G20)
Related Items (2)
RANDOM TIME FORWARD-STARTING OPTIONS ⋮ Representation of exchange option prices under stochastic volatility jump-diffusion dynamics
This page was built for publication:
