Pages that link to "Item:Q2059298"

The following pages link to Pricing vulnerable options with jump risk and liquidity risk (Q2059298):

Displaying 3 items.

• Pricing path-dependent options under the Hawkes jump diffusion process (Q2097472) (← links)
• Valuation of vulnerable options with stochastic corporate liabilities in a mixed fractional Brownian motion environment (Q6051343) (← links)
• The valuation of American options with the stochastic liquidity risk and jump risk (Q6608229) (← links)