Art
J-GLOBAL ID：200902221937181564   Reference number：04A0728229

Option Pricing Under a Double Exponential Jump Diffusion Model

二重指数関数ジャンプ拡散モデルの下でのオプション価格決定
Author (2)：
KOU S G

About KOU S G

(Columbia Univ., New York)

About Columbia Univ., New York

, 
WANG H

About WANG H

(Brown Univ., Rhode Island)

About Brown Univ., Rhode Island


Material：
Management Science  (Manag Sci)

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Volume： 50  Issue： 9  Page： 1178-1192  Publication year： Sep. 2004 
JST Material Number： E0196A  ISSN： 0025-1909  CODEN： MSCIA  Document type： Article
Article type： 原著論文  Country of issue： United States (USA)  Language： ENGLISH (EN)
Thesaurus term：
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*finance(bank)

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,...
Semi thesaurus term：
Thesaurus term/Semi thesaurus term
Keywords indexed to the article.
All keywords is available on JDreamIII(charged).
On J-GLOBAL, this item will be available after more than half a year after the record posted. In addtion, medical articles require to login to MyJ-GLOBAL.
option price

About option price

,...
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JST classification (3)：
JST classification
Category name(code) classified by JST.
Profit management 
(KA05030A)

About Profit management

,  Other methods of operations research 
(KA03070E)

About Other methods of operations research

,  System and control theory in general 
(IA02010H)

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Terms in the title (4)：
Terms in the title
Keywords automatically extracted from the title.
指数関数

About 指数関数

, 
ジャンプ

About ジャンプ

, 
拡散モデル

About 拡散モデル

, 
オプション価格

About オプション価格


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