Pages that link to "Item:Q2853376"
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The following pages link to PRICING STEP OPTIONS UNDER THE CEV AND OTHER SOLVABLE DIFFUSION MODELS (Q2853376):
Displaying 5 items.
- Occupation times of hyper-exponential jump diffusion processes with application to price step options (Q893129) (← links)
- Geometric step options and Lévy models: duality, pides, and semi-analytical pricing (Q2170289) (← links)
- American step options (Q2282524) (← links)
- Occupation times of Lévy-driven Ornstein-Uhlenbeck processes with two-sided exponential jumps and applications (Q2407767) (← links)
- Solvable Diffusion Models with Linear and Mean-Reverting Nonlinear Drifts (Q2962134) (← links)