Option pricing in jump diffusion models with quadratic spline collocation.
Christina C. ChristaraNat Chun-Ho LeungPublished in: Appl. Math. Comput. (2016)
Keyphrases
- option pricing
- diffusion models
- diffusion model
- information diffusion
- stock price
- black scholes
- social networks
- decision analysis
- real option
- co occurrence
- influence maximization
- computational complexity
- markov chain
- viral marketing
- black scholes model
- objective function
- diffusion process
- social interaction
- non stationary
- natural language processing
- social media