Study on European put option pricing with underlying asset zero-coupon bond and interest rate following the Vasicek model with jump

P. C. Lukman, B. D. Handari, H. Tasman

Research output: Contribution to journal › Conference article › peer-review

3 Citations (Scopus)

Fingerprint

Dive into the research topics of 'Study on European put option pricing with underlying asset zero-coupon bond and interest rate following the Vasicek model with jump'. Together they form a unique fingerprint.

Keyphrases

Mathematics

Economics, Econometrics and Finance