Occupation times of jump-diffusion processes with double exponential jumps and the pricing of options
Ning Cai; Nan Chen; Xiangwei Wan
| Year of publication: |
2010
|
|---|---|
| Authors: | Cai, Ning ; Chen, Nan ; Wan, Xiangwei |
| Published in: |
Mathematics of operations research. - Catonsville, MD : INFORMS, ISSN 0364-765X, ZDB-ID 195683-8. - Vol. 35.2010, 2, p. 412-437
|
| Subject: | Optionspreistheorie | Option pricing theory | Stochastischer Prozess | Stochastic process |
| 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/10003985724