[图书][B] A comparison of alternative option pricing models: Systematic vs. mixed systematic/diversifiable jump diffusion
C Baek - 2006 - search.proquest.com
This study proposes a new alternative option pricing model that includes two independent
jump diffusions. Unlike the existing single-jump model, a two-jump model can be …
jump diffusions. Unlike the existing single-jump model, a two-jump model can be …
A comparison of alternative option pricing models: Systematic vs. mixed systematic/diversifiable jump diffusion.
C Baek - 2005 - elibrary.ru
This study proposes a new alternative option pricing model that includes two independent
jump diffusions. Unlike the existing single-jump model, a two-jump model can be …
jump diffusions. Unlike the existing single-jump model, a two-jump model can be …
A COMPARISON OF ALTERNATIVE OPTION PRICING MODELS: SYSTEMATIC VS MIXED SYSTEMATIC/DIVERSIFIABLE JUMP DIFFUSION
C Baek - business.unl.edu
This study proposes a new alternative option pricing model that includes two independent
jump diffusions. Unlike the existing single-jump model, a two-jump model can be …
jump diffusions. Unlike the existing single-jump model, a two-jump model can be …
A comparison of alternative option pricing models: Systematic vs. mixed systematic/diversifiable jump diffusion
C Baek - 2006 - digitalcommons.unl.edu
This study proposes a new alternative option pricing model that includes two independent
jump diffusions. Unlike the existing single-jump model, a two-jump model can be …
jump diffusions. Unlike the existing single-jump model, a two-jump model can be …
A COMPARISON OF ALTERNATIVE OPTION PRICING MODELS: SYSTEMATIC VS MIXED SYSTEMATIC/DIVERSIFIABLE JUMP DIFFUSION
C Baek - business.unl.edu
This study proposes a new alternative option pricing model that includes two independent
jump diffusions. Unlike the existing single-jump model, a two-jump model can be …
jump diffusions. Unlike the existing single-jump model, a two-jump model can be …