Pages that link to "Item:Q833566"
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The following pages link to Pricing double-barrier options under a flexible jump diffusion model (Q833566):
Displayed 14 items.
- Spitzer identity, Wiener-Hopf factorization and pricing of discretely monitored exotic options (Q322636) (← links)
- On a dual model with barrier strategy (Q442880) (← links)
- An analytic expansion method for the valuation of double-barrier options under a stochastic volatility model (Q504846) (← links)
- Occupation times of refracted double exponential jump diffusion processes (Q900561) (← links)
- Analytic techniques for option pricing under a hyperexponential Lévy model (Q1639540) (← links)
- Application of Lévy processes and Esscher transformed martingale measures for option pricing in fuzzy framework (Q2252399) (← links)
- Valuing equity-linked death benefits with a threshold expense strategy (Q2347060) (← links)
- The time of deducting fees for variable annuities under the state-dependent fee structure (Q2347103) (← links)
- First passage probabilities of one-dimensional diffusion processes (Q2355250) (← links)
- BESSEL PROCESSES, STOCHASTIC VOLATILITY, AND TIMER OPTIONS (Q2788692) (← links)
- An Improved Test for Continuous Local Martingales (Q2792264) (← links)
- A numerical method to price discrete double Barrier options under a constant elasticity of variance model with jump diffusion (Q2804029) (← links)
- Pricing dynamic fund protections for a hyperexponential jump diffusion process (Q4638697) (← links)
- Precautionary measures for credit risk management in jump models (Q5411898) (← links)