Simulation Analysis for the Pricing of Bond Option on Arbitrage-Free Models with Jump.

Kisoeb Park Moonseong Kim Seki Kim

Published in: ICCSA (2) (2008)

Keyphrases

simulation models
data analysis
quantitative analysis
statistical analysis
mathematical models
mathematical analysis
neural network
information systems
markov chain
analytical methods
option pricing
data sets
prior knowledge
statistical models
analytical model