Pages that link to "Item:Q1418775"
From MaRDI portal
The following pages link to Contingent claims on foreign assets following jump-diffusion processes (Q1418775):
Displaying 3 items.
- An analytic valuation method for multivariate contingent claims with regime-switching volatilities (Q635506) (← links)
- Numerical solution of two asset jump diffusion models for option valuation (Q928833) (← links)
- Numerical valuation of two-asset options under jump diffusion models using Gauss-Hermite quadrature (Q1676013) (← links)
