Pages that link to "Item:Q4707542"
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The following pages link to Coupling and option price comparisons in a jump-diffusion model (Q4707542):
Displayed 12 items.
- Convex ordering criteria for Lévy processes (Q477990) (← links)
- The minimal entropy martingale measures for exponential additive processes (Q841854) (← links)
- Comparison of option prices in semimartingale models (Q854274) (← links)
- Comparison of semimartingales and Lévy processes (Q879255) (← links)
- Arbitrage and completeness in financial markets with given \(N\)-dimensional distributions (Q1762864) (← links)
- Portfolio selection with jumps under regime switching (Q1958452) (← links)
- Generalized Ait-Sahalia-type interest rate model with Poisson jumps and convergence of the numerical approximation (Q2163140) (← links)
- Systematic equity-based credit risk: A CEV model with jump to default (Q2271610) (← links)
- Comparison results for stochastic volatility models via coupling (Q2430255) (← links)
- Long-term behavior of stochastic interest rate models with jumps and memory (Q2446007) (← links)
- The mean comparison theorem cannot be extended to the Poisson case (Q4660544) (← links)
- On the Pricing of American Options in Exponential Lévy Markets (Q5443740) (← links)