The forward PDE for European options on stocks with fixed fractional jumps
Year of publication: |
2005
|
---|---|
Authors: | Carr, Peter ; Javaheri, Alireza |
Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 8.2005, 2, p. 239-253
|
Subject: | Kreditrisiko | Credit risk | Optionsgeschäft | Option trading | Insolvenz | Insolvency | Statistische Verteilung | Statistical distribution |
-
When did the options market in Enron lose its' smirk?
Mizrach, Bruce Marshall, (2002)
-
A robust method to retrieve option implied risk neutral densities for defaultable assets
Leduc, Guillaume, (2016)
-
Firm-specific risk-neutral distributions with options and CDS
Aramonte, Sirio, (2021)
- More ...
-
THE FORWARD PDE FOR EUROPEAN OPTIONS ON STOCKS WITH FIXED FRACTIONAL JUMPS
CARR, PETER, (2005)
-
Inside volatility filtering : the secrets of skewness
Javaheri, Alireza, (2015)
-
Javaheri, Alireza, (2004)
- More ...