Open AccessPricing and Hedging Options Conditional on Market Activity
Author(s) -
Alec N. Kercheval,
Navid Salehy,
Nima Salehy
Publication year - 2021
Publication title -
journal of mathematical finance
Language(s) - English
Resource type - Journals
eISSN - 2162-2434
pISSN - 2162-2442
DOI - 10.4236/jmf.2022.121001
Subject(s) - economics , limit (mathematics) , econometrics , tick size , jump , discrete time and continuous time , valuation of options , brownian motion , geometric brownian motion , order (exchange) , financial economics , mathematical economics , mathematics , finance , statistics , mathematical analysis , physics , economy , diffusion process , quantum mechanics , service (business)
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