Pages that link to "Item:Q5291319"
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The following pages link to PRICING DERIVATIVES ON TWO-DIMENSIONAL LÉVY PROCESSES (Q5291319):
Displayed 6 items.
- Esscher transform and the duality principle for multidimensional semimartingales (Q983888) (← links)
- On optimal stopping of multidimensional diffusions (Q2000159) (← links)
- A radial basis function approach to compute the first-passage probability density function in two-dimensional jump-diffusion models for financial and other applications (Q2520233) (← links)
- Semi-static hedging for certain Margrabe-type options with barriers (Q3088322) (← links)
- Exchangeability-type properties of asset prices (Q3173000) (← links)
- On a problem of optimal stopping in mathematical finance (Q3542238) (← links)