[PDF][PDF] Jump-diffusion models: a practitioner's guide

P Tankov, E Voltchkova - academia.edu
The goal of this paper is to show that the jump-diffusion models are an essential and easy-to-
learn tool for option pricing and risk management, and that they provide an adequate …

[PDF][PDF] Jump-diffusion models: a practitioner's guide

P Tankov, E Voltchkova - Citeseer
The goal of this paper is to show that the jump-diffusion models are an essential and easy-to-
learn tool for option pricing and risk management, and that they provide an adequate …

[引用][C] Jump-diffusion models: a practitioner's guide

P Tankov, E Voltchkova - Banque et Marchés, 2009 - publications.ut-capitole.fr
Welcome to Toulouse Capitole Publications - Toulouse Capitole Publications Logo Homepage
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[引用][C] Jump-diffusion models: a practitioner's guide

P Tankov, E Voltchkova - Banque et Marchés, 2009 - publications.ut-capitole.fr
Welcome to Toulouse Capitole Publications - Toulouse Capitole Publications Logo Homepage
Browse Frequently Asked Questions Statistics Login English | Français deposer Deposit …