A jump telegraph model for option pricing

Quantitative Finance

Volumn 7, Issue 5, 2007, Pages 575-583

  Ratanov, Nikita ^a  

^a UNIVERSIDAD DEL ROSARIO   (Colombia)

Author keywords

Financial market; Hedging; Telegraph process

Indexed keywords

EID: 35148850445     PISSN: 14697688     EISSN: 14697696     Source Type: Journal    
DOI: 10.1080/14697680600991226     Document Type: Article

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