Pages that link to "Item:Q2164552"
From MaRDI portal
The following pages link to Pricing and hedging foreign equity options under Hawkes jump-diffusion processes (Q2164552):
Displaying 3 items.
- Equilibrium valuation of currency options with stochastic volatility and systemic co-jumps (Q2097471) (← links)
- Closed-form pricing formula for foreign equity option with credit risk (Q2167080) (← links)
- LOCALLY RISK-MINIMIZING HEDGING FOR EUROPEAN CONTINGENT CLAIMS WRITTEN ON NON-TRADABLE ASSETS WITH COMMON JUMP RISK (Q5051211) (← links)
