Continuous time option pricing with scheduled jumps in the underlying asset Dmitry Storcheus Sergey Gelman - National Research University Higher School of Economics - Document - PDFSEARCH.IO

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	Continuous time option pricing with scheduled jumps in the underlying asset Dmitry Storcheus Sergey Gelman Add to Reading List Document Date: 2011-12-21 02:46:58 Open Document File Size: 871,32 KB Share Result on Facebook IndustryTerm model accounting / analytical solution / / Organization Higher School of Economics / / Person Dmitry Storcheus Sergey Gelman / Taylor / Abraham / / / Position rT / / SocialTag Finance Stochastic processes Equations Investment Black–Scholes ICEF Risk-neutral measure Implied volatility National Research University Higher School of Economics Mathematical finance

Continuous time option pricing with scheduled jumps in the underlying asset Dmitry Storcheus Sergey GelmanAdd to Reading List