Bond Pricing with Jumps and Monte Carlo Simulation.

Kisoeb Park Moonseong Kim Seki Kim

Published in: International Conference on Computational Science (1) (2006)

Keyphrases

monte carlo simulation
markov chain
option pricing
monte carlo
stock price
state space
black scholes model
additive model
decision analysis
financial markets
revenue management
distributional assumptions
dynamic pricing
profit maximization
optimal pricing
pricing model
data sets
long term