3 results
Alternative results for option pricing and implied volatility in jump-diffusion models using Mellin transforms
-
- Journal:
- European Journal of Applied Mathematics / Volume 28 / Issue 5 / October 2017
- Published online by Cambridge University Press:
- 06 December 2016, pp. 789-826
-
- Article
- Export citation
Distribution of Discrete Time Delta-Hedging Error via a Recursive Relation
- Part of
-
- Journal:
- East Asian Journal on Applied Mathematics / Volume 6 / Issue 3 / August 2016
- Published online by Cambridge University Press:
- 20 July 2016, pp. 314-336
- Print publication:
- August 2016
-
- Article
- Export citation
Option Pricing in a Jump-Diffusion Model with Regime Switching
-
- Journal:
- ASTIN Bulletin: The Journal of the IAA / Volume 39 / Issue 2 / November 2009
- Published online by Cambridge University Press:
- 09 August 2013, pp. 515-539
- Print publication:
- November 2009
-
- Article
- Export citation