Option Prices in Merton's Jump Diffusion Model

For Educators
What are OER? Find OER List of OER Courses Adopted OER Get Help Library Resources
For Students
Find Courses Course Reserves
Impact
About

Interactive Simulation

Interactive Simulation image

Option Prices in Merton's Jump Diffusion Model

Author: Peter Falloon

Source: Wolfram Demonstrations

Creative Commons Attribution-NonCommercial-ShareAlike Image

Share

TAMUS

Texas A&M International University
5201 University Boulevard
Laredo, TX 78041
Phone 956.326.2001
© 2026

Directory Disclaimer Feedback Map Español Mental Health Resources Texas Veterans Portal Faculty Profiles Faculty and Course Info Jobs @ TAMIU EthicsPoint - Risk, Fraud & Misconduct Hotline

Accessibility
Annual Security & Fire Safety Report
Bookstore
Compact with Texans
Energy Savings Program
Information Regarding Staff Compensation
Non-Discrimination/Sexual Harassment
Open Records
Privacy Statement
Public Social Media Notification
Site Policies
State Link Policy
State of Texas
Statewide Search
Student Consumer Information
Terms of Service
Texas Homeland Security
Veterans Affairs

back to top arrow

loading-spinner