On the calibration of local jump-diffusion asset price models

S. Kindermann; P. A. Mayer

Year of publication:	2011
Authors:	Kindermann, Stefan ; Mayer, Philipp
Published in:	Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 15.2011, 4, p. 685-724
Subject:	CAPM \| Stochastischer Prozess \| Stochastic process \| Optionspreistheorie \| Option pricing theory

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