Jump-diffusion models
Wolfgang J. Runggaldier
| Year of publication: |
2003
|
|---|---|
| Authors: | Runggaldier, Wolfgang J. |
| Published in: |
Handbook of heavy tailed distributions in finance. - Amsterdam : Elsevier, ISBN 0-444-50896-1. - 2003, p. 169-209
|
| Subject: | jump diffusion | Stochastischer Prozess | Stochastic process | Optionspreistheorie | Option pricing theory | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001882067