Two Jump Diffusion Processes

Published on July 9, 2010
Category: Education
Source: Youtube The Wolfram Demonstrations Project contains thousands of free interactive visualizations, with new entries added daily. Jump diffusion processes are the simplest generalizations of the classical Black?Scholes model of stock price movements that include discontinuous jumps in price. This Demonstration compares the two most popular diffusion processes: the Merton model and... Contributed by: Andrzej Kozlowski