Calibration and hedging under jump diffusion
Year of publication: |
2006
|
---|---|
Authors: | He, Changhong ; Kennedy, J. S. ; Coleman, T. F. ; Forsyth, Peter A. ; Li, Yuying |
Published in: |
Review of derivatives research. - Norwell, Mass. [u.a.] : Springer, ISSN 1380-6645, ZDB-ID 1387516-4. - Vol. 9.2006, 1, p. 1-35
|
Subject: | Jump diffusion | Optionspreistheorie | Option pricing theory | Hedging | Risiko | Risk | Theorie | Theory |
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