JavaScript is disabled for your browser. Some features of this site may not work without it.
UWSpace will be migrating to a new version of its software from July 29th to August 1st. UWSpace will be offline for all UW community members during this time.
Browsing Applied Mathematics by Author "Kennedy, J. Shannon"
Kennedy, J. Shannon(University of Waterloo, 2007-09-25)
Contrary to the
Black-Scholes paradigm,
an option-pricing model which incorporates the possibility of
jumps
more
accurately reflects the
evolution of stocks in the real world.
However, hedging a contingent claim
in ...