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

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1080/14697688.2017.1423371
+Normal rank
@@ Property / OpenAlex ID @@
+W2792105918
@@ Property / OpenAlex ID: W2792105918 / rank @@
+Normal rank
@@ Property / cites work @@
+Correction: Exchange Option under Jump-diffusion Dynamics
+Normal rank
@@ Property / cites work @@
+General closed-form basket option pricing bounds
@@ Property / cites work: General closed-form basket option pricing bounds / rank @@
+Normal rank
@@ Property / cites work @@
+Pricing in Electricity Markets: A Mean Reverting Jump Diffusion Model with Seasonality
+Normal rank
@@ Property / cites work @@
+Exchange Options Under Jump-Diffusion Dynamics
@@ Property / cites work: Exchange Options Under Jump-Diffusion Dynamics / rank @@
+Normal rank
@@ Property / cites work @@
+Selfdecomposability and selfsimilarity: a concise primer
+Normal rank
@@ Property / cites work @@
+Coupling Poisson processes by self-decomposability
+Normal rank
@@ Property / cites work @@
+Multi-asset spread option pricing and hedging
@@ Property / cites work: Multi-asset spread option pricing and hedging / rank @@
+Normal rank
@@ Property / cites work @@
+Q3084090
@@ Property / cites work: Q3084090 / rank @@
+Normal rank
@@ Property / cites work @@
+Modelling spikes and pricing swing options in electricity markets
+Normal rank
@@ Property / cites work @@
+Q3580335
@@ Property / cites work: Q3580335 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4821330
@@ Property / cites work: Q4821330 / rank @@
+Normal rank
@@ Property / cites work @@
+Electricity prices and power derivatives: evidence from the Nordic Power Exchange
+Normal rank
@@ Property / cites work @@
+Option pricing when underlying stock returns are discontinuous
+Normal rank
@@ Property / cites work @@
+Q4937701
@@ Property / cites work: Q4937701 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:4957241