Pages that link to "Item:Q2271720"
From MaRDI portal
The following pages link to American and European options in multi-factor jump-diffusion models, near expiry (Q2271720):
Displaying 5 items.
- Small-time expansions for local jump-diffusion models with infinite jump activity (Q395997) (← links)
- Exercise boundary of the American put near maturity in an exponential Lévy model (Q1945046) (← links)
- Optimal stopping problems in Lévy models with random observations (Q2334743) (← links)
- American Options in the Heston Model with Stochastic Interest Rate and Its Generalizations (Q3176517) (← links)
- A self-exciting switching jump diffusion: properties, calibration and hitting time (Q5234300) (← links)
