pricing european and american derivatives under a jump-diffusion

22

Upload: trannga

Post on 01-Jan-2017

223 views

Category:

Documents


4 download

TRANSCRIPT

Page 1: Pricing European and American Derivatives under a Jump-Diffusion
Page 2: Pricing European and American Derivatives under a Jump-Diffusion
Page 3: Pricing European and American Derivatives under a Jump-Diffusion
Page 4: Pricing European and American Derivatives under a Jump-Diffusion
Page 5: Pricing European and American Derivatives under a Jump-Diffusion
Page 6: Pricing European and American Derivatives under a Jump-Diffusion
Page 7: Pricing European and American Derivatives under a Jump-Diffusion
Page 8: Pricing European and American Derivatives under a Jump-Diffusion
Page 9: Pricing European and American Derivatives under a Jump-Diffusion
Page 10: Pricing European and American Derivatives under a Jump-Diffusion
Page 11: Pricing European and American Derivatives under a Jump-Diffusion
Page 12: Pricing European and American Derivatives under a Jump-Diffusion
Page 13: Pricing European and American Derivatives under a Jump-Diffusion
Page 14: Pricing European and American Derivatives under a Jump-Diffusion
Page 15: Pricing European and American Derivatives under a Jump-Diffusion
Page 16: Pricing European and American Derivatives under a Jump-Diffusion
Page 17: Pricing European and American Derivatives under a Jump-Diffusion
Page 18: Pricing European and American Derivatives under a Jump-Diffusion
Page 19: Pricing European and American Derivatives under a Jump-Diffusion
Page 20: Pricing European and American Derivatives under a Jump-Diffusion
Page 21: Pricing European and American Derivatives under a Jump-Diffusion
Page 22: Pricing European and American Derivatives under a Jump-Diffusion