## Abstract This paper explores the effect of extreme events or big jumps downwards and upwards on the jump‐diffusion option pricing model of Merton (1976). It starts by obtaining a special case of the jump‐diffusion model where there is a positive probability of a big jump downwards. Then, it obta
Closed-form formulas for Kirchhoff index
✍ Scribed by José Luis Palacios
- Publisher
- John Wiley and Sons
- Year
- 2000
- Tongue
- English
- Weight
- 152 KB
- Volume
- 81
- Category
- Article
- ISSN
- 0020-7608
No coin nor oath required. For personal study only.
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