Pricing stock options in a jump-diffusion model with stochastic volatility and interest rates : applications of Fourier inversion methods
Louis O. Scott
| Year of publication: |
1997
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|---|---|
| Authors: | Scott, Louis O. |
| Published in: |
Mathematical finance : an international journal of mathematics, statistics and financial theory. - Malden, Mass. [u.a] : Wiley-Blackwell, ISSN 0960-1627, ZDB-ID 1073194-5. - Vol. 7.1997, 4, p. 413-426
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| Subject: | Optionspreistheorie | Option pricing theory | Theorie | Theory | Schätzung | Estimation | Kapitaleinkommen | Capital income | Volatilität | Volatility | USA | United States |
| 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://ebvufind01.dmz1.zbw.eu/10001232775