A forward started jump-diffusion model and pricing of cliquet style exotics (Q5962132): Difference between revisions

From MaRDI portal
Set OpenAlex properties.
ReferenceBot (talk | contribs)
Changed an Item
 
Property / cites work
 
Property / cites work: Non-Gaussian Ornstein–Uhlenbeck-based Models and Some of Their Uses in Financial Economics / rank
 
Normal rank
Property / cites work
 
Property / cites work: Post-'87 crash fears in the S\&P 500 futures option market / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Pricing of Options and Corporate Liabilities / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic Volatility for Lévy Processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Financial Modelling with Jump Processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Transform Analysis and Asset Pricing for Affine Jump-diffusions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Sato processes and the valuation of structured products / rank
 
Normal rank
Property / cites work
 
Property / cites work: Option pricing when underlying stock returns are discontinuous / rank
 
Normal rank
Property / cites work
 
Property / cites work: Barrier options and their static hedges: simple derivations and extensions / rank
 
Normal rank

Latest revision as of 06:01, 3 July 2024

scientific article; zbMATH DE number 5786518
Language Label Description Also known as
English
A forward started jump-diffusion model and pricing of cliquet style exotics
scientific article; zbMATH DE number 5786518

    Statements