The importance of jumps in pricing European options.

Francesca Campolongo Jessica Cariboni Wim Schoutens

Published in: Reliab. Eng. Syst. Saf. (2006)

Keyphrases

option pricing
double exponential
black scholes model
markov chain
relative importance
information retrieval
image processing
genetic algorithm
decision trees
database systems
search strategies
north american
profit maximization