Korean Journal of Mathematics
- 제16권2호
- /
- Pages.233-242
- /
- 2008
- /
- 1976-8605(pISSN)
- /
- 2288-1433(eISSN)
OPTION PRICING IN VOLATILITY ASSET MODEL
- Oh, Jae-Pill (Division of Mathematics and Statistics Kangweon National University)
- 투고 : 2008.05.19
- 발행 : 2008.06.10
초록
We deal with the closed forms of European option pricing for the general class of volatility asset model and the jump-type volatility asset model by several methods.