Pricing, hedging, and calibration in jump-diffusion models
Year of publication: |
2009
|
---|---|
Authors: | Tankov, Peter ; Voltchkova, Ekaterina |
Published in: |
Frontiers in quantitative finance : volatility and credit risk modeling. - Hoboken, N.J. [u.a.] : Wiley, ISBN 978-0-470-29292-1. - 2009, p. 129-160
|
Subject: | Hedging | Optionspreistheorie | Option pricing theory | Stochastischer Prozess | Stochastic process | CAPM |
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