A jump-diffusion approach to modelling vulnerable option pricing
Year of publication: |
2012
|
---|---|
Authors: | Xu, Weidong ; Xu, Weijun ; Li, Hongyi ; Xiao, Weilin |
Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 9.2012, 1, p. 48-56
|
Subject: | Optionspreistheorie | Option pricing theory | Volatilität | Volatility | Optionsgeschäft | Option trading | Stochastischer Prozess | Stochastic process |
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