Pricing of spread and exchange options in a rough jump-diffusion market.
Donatien HainautPublished in: J. Comput. Appl. Math. (2023)
Keyphrases
- option pricing
- black scholes
- black scholes model
- stock price
- convertible bonds
- financial markets
- pricing mechanism
- optimal pricing
- decision analysis
- real option
- rough sets
- dynamic pricing
- stock market
- double exponential
- information goods
- pricing model
- social networks
- decision making
- pricing strategies
- profit maximizing
- market conditions
- information exchange