Pricing of European options through a jump-diffusion technique on market prices
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Authors
- Y. Esmaeelzade Aghdam (ORCID: https://orcid.org/0000-0001-5109-1561)
- Yasar Amin (ORCID: https://orcid.org/0000-0003-4968-993X)
- H. Mesgarani (ORCID: https://orcid.org/0000-0002-0592-7636)
Publication Details
- Journal
- International Journal of Computational Economics and Econometrics
- Published
- 2025-11-15
- DOI
- https://doi.org/10.1504/ijcee.2026.10074619
- Primary Topic
- Capital Investment and Risk Analysis
- Type
- article
- Field-Weighted Citation Impact
- 0.00