Option pricing for a stochastic-volatility jump-diffusion model with log-uniform jump-amplitudes.

Guoqing Yan Floyd B. Hanson

Published in: ACC (2006)

Keyphrases

diffusion model
option pricing
stock price
markov chain
anisotropic diffusion
stock market
information diffusion
black scholes
exchange rate
diffusion tensor
financial markets
decision analysis
decision making
information extraction
historical data
stock exchange