sir i am pankaj shinde from mumbai i am in last year doing Bsc ( statsitic ) . I request u guide me regarding my future career i have browsed through various fields in statistics but i am not that much aware of them so will u please help me out i am interested in statistics or related fields.
we are doing computational option pricing under Jump diffusion and Levy processes. It is actually one step further from the B&S model. We are working on the Mertons Jump diffusion model with further extensions conserning the process that the jumps are following. We use Finite Difference method to compute the resulting PIDE. :-)