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...
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| Formaat: | Boek |
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2012.
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