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. :-)
Thank you for your message.
Unfortunately the specifics of my company are that we only work with those who have at least some US working experience and an authorization to work in the US. So I'm not sure I could help you if you are in India at the moment.
However, if anything changes or if I find out anything that could be of any use to you, I will definitely let you know!
Have a nice day