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Coupling and option price comparisons in a jumb-diffusion model

Vicky Henderson; David Hobson
Year of publication:
2002
Authors: Henderson, Vicky ; Hobson, David G.
Publisher: Oxford : Oxford Financial Research Centre
Subject: Coupling | Option Pricing | incomplete markets | jump diffusion models | monotonicity | Optionspreistheorie | Option pricing theory | Unvollkommener Markt | Incomplete market | Optionsgeschäft | Option trading | Stochastischer Prozess | Stochastic process | Volatilität | Volatility
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