Pages that link to "Item:Q1103505"

The following pages link to Contingent claims valuation when the security price is a combination of an Itō process and a random point process (Q1103505):

Displaying 18 items.

• Diffusion approximations of the geometric Markov renewal processes and option price formulas (Q628848) (← links)
• Asian options with jumps (Q866600) (← links)
• Heath-Jarrow-Morton modelling of longevity bonds and the risk minimization of life insurance portfolios (Q938032) (← links)
• Admissible investment strategies in continuous trading (Q1111524) (← links)
• A new method for valueing underwriting agreements for rights issues (Q1117659) (← links)
• Pricing contingent claims on stocks driven by Lévy processes (Q1305424) (← links)
• Pricing options on securities with discontinuous returns (Q1313131) (← links)
• Stochastic multi-agent equilibria in economies with jump-diffusion uncertainty (Q1350670) (← links)
• On martingale measures when asset returns have unpredictable jumps (Q1363465) (← links)
• Stability for multidimensional jump-diffusion processes (Q1593618) (← links)
• European option pricing with transaction costs in Lévy jump environment (Q1724293) (← links)
• A counting process approach to stochastic interest (Q1905000) (← links)
• Viscosity solutions of integro-differential equations and passport options in a jump-diffusion model (Q2247919) (← links)
• Sufficient Poisson jump diffusion market models revisited (Q2759032) (← links)
• OPTION PRICING USING THE TERM STRUCTURE OF INTEREST RATES TO HEDGE SYSTEMATIC DISCONTINUITIES IN ASSET RETURNS (Q3126239) (← links)
• Toward A Convergence Theory For Continuous Stochastic Securities Market Models¹ (Q4345879) (← links)
• Discrete-Time Semi-Markov Random Evolutions and their Applications (Q4915656) (← links)
• The Minimal Entropy Martingale Measure for Exponential Markov Chains (Q5299561) (← links)