Option Pricing with a General Marked Point Process - Archive ouverte HAL Access content directly
Journal Articles Mathematics of Operations Research Year : 2001

Option Pricing with a General Marked Point Process

Jean-Luc Prigent
  • Function : Author
  • PersonId : 1134801
Théorie économique, modélisation et applications

Domains

Mathematics [math] Humanities and Social Sciences Statistics [stat] Quantitative Finance [q-fin]

Jean-Luc Prigent  : Connect in order to contact the contributor

https://hal-cyu.archives-ouvertes.fr/hal-03679678

Submitted on : Thursday, May 26, 2022-11:05:47 PM

Last modification on : Friday, March 24, 2023-2:53:27 PM

Not file

Dates and versions

hal-03679678 , version 1 (26-05-2022)

Identifiers

Cite

Jean-Luc Prigent. Option Pricing with a General Marked Point Process. Mathematics of Operations Research, 2001, 26 (1), pp.50-66. ⟨10.1287/moor.26.1.50.10592⟩. ⟨hal-03679678⟩

Export

BibTeX TEI Dublin Core DC Terms EndNote Datacite

Collections

CNRS UNIV-CERGY INSMI THEMA-UMR8184 CY-TECH-SM
17 View
0 Download

Altmetric

Share

Gmail Facebook Twitter LinkedIn More