Acronym for adaptive mesh model; a derivative valuation method which was developed by Figlewski and Gao (1999). It is a...

A derivative valuation method which was developed by Figlewski and Gao (1999). It is a very flexible approach that helps...

An occasional move in the price of a stock (underlying an option) over a specific period of time. Jumps are...

A valuation model that allows for jumps in underlying assets' prices superimposed on to a diffusion process such as geometric...

A valuation model which is used to price financial options under a number of simplistic assumptions, including specifically that the...

It stands for Black-Scholes model; a valuation model which is used to price financial options under a number of simplistic...

A valuation model which is used to price financial options under a number of simplistic assumptions, including specifically that the...