RecordNumber
25
Author
Rama Cont, Peter Tankov , Ekaterina Voltchkova
Title of Article
Hedging with Options in Models with Jumps
Title Of Journal
Stochastic Analysis and Applications, Abel Symposia
PublishInfo
Springer
Publication Year
2007
Volum
2
Page
197-217
Keywords
quadratic hedging , option pricing , barrier option , integro-differential equations , Markov processes with jumps , L´evy process
Notes
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URL
http://www.springerlink.com/index/P614G14113T75375.pdf,/DL/Data Entry/DataEntryForm/EnterDocInfo.aspx,/DL/Data Entry/NewEdit/Documents/Math_English_Electronic_Articles_EditDoc_925.aspx