2015-03-19から1日間の記事一覧
One puzzling aspect of the Jump Diffusion model is that, given that any jump will reduce the underlying value to zero, the price of a call option is higher than that of a similar call without the jump assumption.
One puzzling aspect of the Jump Diffusion model is that, given that any jump will reduce the underlying value to zero, the price of a call option is higher than that of a similar call without the jump assumption.