Pages that link to "Item:Q1313131"
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The following pages link to Pricing options on securities with discontinuous returns (Q1313131):
Displaying 12 items.
- A Poisson-Gaussian model to price European options on the extremum of several risky assets within the HJM framework (Q625671) (← links)
- Threshold behavior of a stochastic SIS model with Lévy jumps (Q668923) (← links)
- Pricing contingent claims on stocks driven by Lévy processes (Q1305424) (← links)
- Stochastic multi-agent equilibria in economies with jump-diffusion uncertainty (Q1350670) (← links)
- On martingale measures when asset returns have unpredictable jumps (Q1363465) (← links)
- Portfolio selection with jumps under regime switching (Q1958452) (← links)
- Consistency of Bayesian nonparametric inference for discretely observed jump diffusions (Q2419674) (← links)
- Long-term behavior of stochastic interest rate models with jumps and memory (Q2446007) (← links)
- STOCHASTIC VOLATILITY AND JUMP-DIFFUSION — IMPLICATIONS ON OPTION PRICING (Q3523537) (← links)
- A class of complete benchmark models with intensity-based jumps (Q4819433) (← links)
- APPROXIMATE HEDGING OF OPTIONS UNDER JUMP-DIFFUSION PROCESSES (Q5265239) (← links)
- Efficient Hedging and Pricing of Life Insurance Policies in a Jump-Diffusion Model (Q5707909) (← links)
