Pages that link to "Item:Q2306987"
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The following pages link to Pricing of general European options on discrete dividend-paying assets with jump-diffusion dynamics (Q2306987):
Displayed 4 items.
- A combined compact difference scheme for option pricing in the exponential jump-diffusion models (Q2142005) (← links)
- Jumping hedges on the strength of the Mellin transform (Q2143532) (← links)
- On a strongly continuous semigroup for a Black-Scholes integro-differential operator: European options under jump-diffusion dynamics (Q6042678) (← links)
- Option pricing under time interval driven model (Q6171877) (← links)