Pricing European option price in jump-diffusion model / Anisah Abdul Rahman, Siti Salihah Shaffie and Nadzri Mohamad
This research presents a numerical method for pricing European options. The method is based on the jump diffusion process. The Merton's jump-diffusion model has become a popular model among researchers. The problem of pricing options with Black-Scholes framework remains a contemporary research...
Bewaard in:
| Hoofdauteurs: | , , |
|---|---|
| Formaat: | Boek |
| Gepubliceerd in: |
2012.
|
| Onderwerpen: | |
| Online toegang: | Link Metadata |
| Tags: |
Voeg label toe
Geen labels, Wees de eerste die dit record labelt!
|
Internet
Link Metadata3rd Floor Main Library
| Plaatsingsnummer: |
A1234.567 |
|---|---|
| Kopie 1 | Beschikbaar |