Exchange Options when One Underlying Price Can Jump

François Quittard-Pinon; Rivo Randrianarivony

doi:10.3917/fina.311.0033

Journal articles

Exchange Options when One Underlying Price Can Jump

François Quittard-Pinon ¹ Rivo Randrianarivony ²

1 emlyon business school

2 NIMEC - Normandie Innovation Marché Entreprise Consommation

Document type :

Journal articles

Domain :

Quantitative Finance [q-fin] / Computational Finance [q-fin.CP]

Quantitative Finance [q-fin] / General Finance [q-fin.GN]

Quantitative Finance [q-fin] / Pricing of Securities [q-fin.PR]

Quantitative Finance [q-fin]

Computer Science [cs] / Modeling and Simulation

Complete list of metadatas

https://hal-normandie-univ.archives-ouvertes.fr/hal-02358444
Contributor : Rivo Randrianarivony <>
Submitted on : Monday, November 11, 2019 - 10:53:12 PM
Last modification on : Monday, January 13, 2020 - 1:18:13 AM

Exchange Options when One Underlying Price Can Jump

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Exchange Options when One Underlying Price Can Jump

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