Option Pricing on Commodity Prices Using Jump Diffusion Models

Subject Areas : International Journal of Mathematical Modelling & Computations

Tesfahun Berhane ¹ , Molalign Adam ² , Eshetu Haile ³

1 - Bahir Dar University, Department of Mathematics, Bahir Dar, Ethiopia.
2 - Bahir Dar University, Department of Mathematics, Bahir Dar, Ethiopia
3 - Bahir Dar University, Department of Mathematics, Bahir Dar, Ethiopia

Received: 2019-01-05 Accepted : 2019-03-11 Published : 2019-01-01

Keywords: