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A tree approach to options pricing under regime-switching jump diffusion models.

R. H. LiuD. Nguyen
Published in: Int. J. Comput. Math. (2015)
Keyphrases
  • diffusion models
  • diffusion model
  • information diffusion
  • social networks
  • option pricing
  • black scholes model
  • double exponential
  • viral marketing
  • influence maximization
  • markov chain
  • random walk