Exchange Options Under Jump-Diffusion Dynamics
type: Item
instance of: scholarly article
title: Exchange Options Under Jump-Diffusion Dynamics
zbMATH Open document ID: 1239.91160
DOI: 10.1080/1350486X.2010.505390
author: Gerald H. L. Cheang
author: Carl Chiarella
published in: Applied Mathematical Finance
publication date: 2012-06-08T00:00:00Z
Mathematics Subject Classification ID: 91G20
Mathematics Subject Classification ID: 60J75
zbMATH DE Number: 6043660
zbMATH Keywords: American options
zbMATH Keywords: exchange options
zbMATH Keywords: compound Poisson processes
zbMATH Keywords: equivalent martingale measure
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 6043660