Pricing stock options in mergers and acquisitions with jump-diffusion model.
Chaoxiao LuStephen S.-T. YauPublished in: ACC (2008)
Keyphrases
- diffusion model
- option pricing
- stock price
- convertible bonds
- black scholes
- black scholes model
- pricing model
- stock market
- anisotropic diffusion
- double exponential
- diffusion models
- information diffusion
- diffusion tensor
- diffusion process
- financial markets
- influence maximization
- markov chain
- laplace transform
- social networks
- magnetic resonance images
- high order
- information processing
- medical images