Pricing Options in Jump-Diffusion Models: An Extrapolation Approach.

Liming Feng Vadim Linetsky

Published in: Oper. Res. (2008)

Keyphrases

diffusion models
option pricing
black scholes model
diffusion model
information diffusion
double exponential
social networks
markov chain
influence maximization
stock price
viral marketing
anisotropic diffusion
diffusion process
text mining