A Solution to Kolmogorov-Feller Equation and Pricing of Options
📝 Original Info
- Title: A Solution to Kolmogorov-Feller Equation and Pricing of Options
- ArXiv ID: 1303.4849
- Date: 2013-03-21
- Authors: Ju-Gyong Kim, Il-Su Choe
📝 Abstract
We study the solution to Kolmogorov-Feller equation and by using it provide pricing formulas of well known some options under jump-diffusion model.💡 Deep Analysis
Deep Dive into A Solution to Kolmogorov-Feller Equation and Pricing of Options.We study the solution to Kolmogorov-Feller equation and by using it provide pricing formulas of well known some options under jump-diffusion model.
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Reference
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