Why Call Prices Decrease as the Probability of Up‐Jumps Increases ‐ A Riddle from the World of Jump‐Diffusion Processes

Wilmott ◽  
2021 ◽  
Vol 2021 (116) ◽  
pp. 24-27
Author(s):  
Uwe Wystup
Keyword(s):  
Diffusion Processes ◽  
Jump Diffusion ◽  
Jump Diffusion Processes ◽  
The World

Implicit–explicit numerical schemes for jump–diffusion processes

CALCOLO ◽  
2007 ◽  
Vol 44 (1) ◽  
pp. 33-57 ◽  
Author(s):  
Maya Briani ◽  
Roberto Natalini ◽  
Giovanni Russo
Keyword(s):  
Diffusion Processes ◽  
Jump Diffusion ◽  
Numerical Schemes ◽  
Jump Diffusion Processes
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