Quanto option pricing with a jump diffusion process.

Wenhan Li Lixia Liu Cuixiang Li Lv Guiwen

Published in: Commun. Stat. Simul. Comput. (2022)

Keyphrases

option pricing
jump diffusion process
stock price
black scholes
decision analysis
real option
capital budgeting
black scholes model
decision making
expert systems
neural network
stock market
multi criteria
stock exchange