Calibration and hedging under jump diffusion
C. He; J. S. Kennedy; T. F. Coleman; P. A. Forsyth; Y. Li
| Year of publication: |
2006
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|---|---|
| Authors: | He, Changhong ; Kennedy, J. S. ; Coleman, T. F. ; Forsyth, Peter ; 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
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| Subject: | Jump diffusion | Optionspreistheorie | Option pricing theory | Hedging | Risiko | Risk | Theorie | Theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003441126