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Option pricing driven by a telegraph process with random jumps
Oscar López, Nikita Ratanov
urosario
Research output
:
Contribution to journal
›
Article
›
peer-review
20
Scopus citations
Overview
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Dive into the research topics of 'Option pricing driven by a telegraph process with random jumps'. Together they form a unique fingerprint.
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Business & Economics
Jump
98%
Option Pricing
86%
Arbitrage
68%
Equivalent Martingale Measure
61%
Option Hedging
61%
Price Strategy
54%
Hedging Strategies
48%
Option Prices
44%
Market Model
42%
Financial Markets
31%
Mathematics
Option Pricing
100%
Jump
70%
Equivalent Martingale Measure
65%
Market Model
57%
Arbitrage
56%
Hedging
54%
Financial Markets
53%
Strategy
29%
Model
13%
Class
12%