Option Pricing on Commodity Prices Using Jump Diffusion Models

Berhane, Tesfahun; Adam, Molalign; Haile, Eshetu

International Journal of Mathematical Modeling & Computations

Issue 1 Vol. 9 Winter 2019

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Manuscript ID : IJM2C-1907-1113 (R1) Visit : 188 Page: 17 - 37

20.1001.1.22286225.2019.9.1.2.5

Article Type: Original Research

Option Pricing on Commodity Prices Using Jump Diffusion Models

Subject Areas : International Journal of Mathematical Modelling & Computations

Tesfahun Berhane ¹ (Bahir Dar University, Department of Mathematics, Bahir Dar, Ethiopia.)
Molalign Adam ² (Bahir Dar University, Department of Mathematics, Bahir Dar, Ethiopia)
Eshetu Haile ³ (Bahir Dar University, Department of Mathematics, Bahir Dar, Ethiopia)

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

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Option Pricing on Commodity Prices Using Jump Diffusion Models

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