Why Call Prices Decrease as the Probability of Up‐Jumps Increases ‐ A Riddle from the World of Jump‐Diffusion Processes
Year of publication: |
2021
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Authors: | Wystup, Uwe |
Published in: |
Wilmott. - Wilmott Magazine Ltd, ISSN 1541-8286, ZDB-ID 2646544-9. - Vol. 2021.2021, 116 (22.11.), p. 24-27
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Publisher: |
Wilmott Magazine Ltd |
Saved in:
Online Resource
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