Pricing exchange options with correlated jump diffusion processes (Q4957241): Difference between revisions

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+Correction: Exchange Option under Jump-diffusion Dynamics
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+General closed-form basket option pricing bounds
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+Pricing in Electricity Markets: A Mean Reverting Jump Diffusion Model with Seasonality
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+Exchange Options Under Jump-Diffusion Dynamics
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+Selfdecomposability and selfsimilarity: a concise primer
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+Coupling Poisson processes by self-decomposability
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+Multi-asset spread option pricing and hedging
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+Q3084090
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+Modelling spikes and pricing swing options in electricity markets
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+Q3580335
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+Q4821330
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+Electricity prices and power derivatives: evidence from the Nordic Power Exchange
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+Option pricing when underlying stock returns are discontinuous
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+Q4937701
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