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THE FORWARD PDE FOR EUROPEAN OPTIONS ON STOCKS WITH FIXED FRACTIONAL JUMPS.

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Title: THE FORWARD PDE FOR EUROPEAN OPTIONS ON STOCKS WITH FIXED FRACTIONAL JUMPS.
Authors: Carr, Peter1,2 pcarr@nyc.rr.com, Javaheri, Alireza3,4 alireza.javaheri@citigroup.com
Source: International Journal of Theoretical & Applied Finance. Mar2005, Vol. 8 Issue 2, p239-253. 15p.
Database: Mathematics Source
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  Data: <searchLink fieldCode="JN" term="%22International+Journal+of+Theoretical+%26+Applied+Finance%22">International Journal of Theoretical & Applied Finance</searchLink>. Mar2005, Vol. 8 Issue 2, p239-253. 15p.
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        Value: 10.1142/S0219024905002974
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      – Code: eng
        Text: English
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        PageCount: 15
        StartPage: 239
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      – TitleFull: THE FORWARD PDE FOR EUROPEAN OPTIONS ON STOCKS WITH FIXED FRACTIONAL JUMPS.
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            NameFull: Carr, Peter
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            NameFull: Javaheri, Alireza
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              Text: Mar2005
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              Y: 2005
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            – TitleFull: International Journal of Theoretical & Applied Finance
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