Pricing jump risk with utility indifference

Author: Wu Lixin   Dai Min  

Publisher: Routledge Ltd

ISSN: 1469-7688

Source: Quantitative Finance, Vol.9, Iss.2, 2009-03, pp. : 177-186

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract