Pages that link to "Item:Q1305424"
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The following pages link to Pricing contingent claims on stocks driven by Lévy processes (Q1305424):
Displaying 6 items.
- MINIMAL ENTROPY–HELLINGER MARTINGALE MEASURE IN INCOMPLETE MARKETS (Q5692939) (← links)
- Risk-Based Capital Factor Determination With Jump Risk (Q5715967) (← links)
- State Price Density, Esscher Transforms, and Pricing Options on Stocks, Bonds, and Foreign Exchange Rates (Q5718223) (← links)
- European option pricing with market frictions, regime switches and model uncertainty (Q6152695) (← links)
- On the cumulant transforms for Hawkes processes (Q6159627) (← links)
- Deep learning approximations for non-local nonlinear PDEs with Neumann boundary conditions (Q6204733) (← links)
