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APPROXIMATIONS OF OPTION PRICES FOR A JUMP-DIFFUSION MODEL - MaRDI portal

APPROXIMATIONS OF OPTION PRICES FOR A JUMP-DIFFUSION MODEL

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Publication:5473083

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DOI10.4134/JKMS.2006.43.2.383zbMath1154.91484OpenAlexW33403204MaRDI QIDQ5473083

Publication date: 19 June 2006

Published in: Journal of the Korean Mathematical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.4134/jkms.2006.43.2.383

Mathematics Subject Classification ID

Applications of stochastic analysis (to PDEs, etc.) (60H30)

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