Jumping hedges on the strength of the Mellin transform (Q2143532): Difference between revisions

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+Option pricing when underlying stock returns are discontinuous
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+Q3815091
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+Option hedging for semimartingales
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+DISCONTINUOUS ASSET PRICES AND NON‐ATTAINABLE CONTINGENT CLAIMS<sup>1</sup>
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+Q3974816
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+Q5436599
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+Calibration and hedging under jump diffusion
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+Dynamic Hedging Under Jump Diffusion with Transaction Costs
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+Financial Modelling with Jump Processes
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+Jump-diffusion processes: volatility smile fitting and numerical methods for option pricing
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+Pricing Options in Jump-Diffusion Models: An Extrapolation Approach
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+ADI schemes for valuing European options under the Bates model
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+Common risk factors in the returns on stocks and bonds
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+A new direct method for solving the Black-Scholes equation
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+Another look at the Hartman-Watson distributions
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+A Mellin transform approach to barrier option pricing
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+Approximate ordinary differential equations for the optimal exercise boundaries of American put and call options
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+Alternative results for option pricing and implied volatility in jump-diffusion models using Mellin transforms
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+On a strongly continuous semigroup for a Black-Scholes integro-differential operator: European options under jump-diffusion dynamics
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+Q4777828
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+Pricing of general European options on discrete dividend-paying assets with jump-diffusion dynamics
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