American Option Pricing in a Jump-Diffusion Model

By Jeremy Berros

Many alternative models have been developed lately to generalize the Black-Scholes option pricing model in order to incorporate more empirical features. Brownian motion and normal distribution have... This description may be from another edition of this product.

• Format: Paperback
• Language: English
• ISBN: 3843356939
• ISBN13: 9783843356930
• Release Date: September 2010
• Publisher: LAP Lambert Academic Publishing
• Length: 60 Pages
• Weight: 0.22 lbs.
• Dimensions: 0.1" x 6.0" x 9.0"