Overview

Binomial jump diffusion process


Related Overviews

 

'Binomial jump diffusion process' can also refer to...

 

More Like This

Show all results sharing this subject:

  • Economics

GO

Show Summary Details

Quick Reference

A combined binomial lattice with jump process used for option pricing which aims to take into account the non-stationarity of the underlying stochastic process. See also jump diffusion process.

Binomial jump diffusion process

[...]

Subjects: Economics.


Reference entries

Users without a subscription are not able to see the full content. Please, subscribe or login to access all content.