dc.creator | Kaji, Shunsuke | |
dc.date | 2008-10-01 | |
dc.date.accessioned | 2019-05-03T12:36:40Z | |
dc.date.available | 2019-05-03T12:36:40Z | |
dc.identifier | http://revistas.ufro.cl/ojs/index.php/cubo/article/view/1499 | |
dc.identifier.uri | http://revistaschilenas.uchile.cl/handle/2250/84230 | |
dc.description | We provide the extension of Dupire’s PDE, as the partial integro-differential equations of market prices of call options with many maturities and strike prices for jump diffusion model. | en-US |
dc.format | application/pdf | |
dc.language | eng | |
dc.publisher | Universidad de La Frontera. Temuco, Chile. | en-US |
dc.relation | http://revistas.ufro.cl/ojs/index.php/cubo/article/view/1499/1353 | |
dc.source | CUBO, A Mathematical Journal; Vol. 10 Núm. 3 (2008): CUBO, A Mathematical Journal; 57–64 | es-ES |
dc.source | CUBO, A Mathematical Journal; Vol 10 No 3 (2008): CUBO, A Mathematical Journal; 57–64 | en-US |
dc.source | 0719-0646 | |
dc.source | 0716-7776 | |
dc.title | The Extension of the Formula by Dupire | en-US |
dc.type | info:eu-repo/semantics/article | |
dc.type | info:eu-repo/semantics/publishedVersion | |