Option pricing under regime-switching jump-diffusion models.

Massimo Costabile Arturo Leccadito Ivar Massabò Emilio Russo

Published in: J. Comput. Appl. Math. (2014)

Keyphrases

option pricing
diffusion models
diffusion model
stock price
information diffusion
decision analysis
social networks
black scholes
viral marketing
real option
black scholes model
influence maximization
markov chain
diffusion process
anisotropic diffusion
network structure
social media