Pages that link to "Item:Q2518535"
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The following pages link to Simulation of jump diffusions and the pricing of options (Q2518535):
Displaying 4 items.
- A fast algorithm for the first-passage times of Gauss-Markov processes with Hölder continuous boundaries (Q643719) (← links)
- Lookback option pricing for regime-switching jump diffusion models (Q888789) (← links)
- A numerical method to price discrete double Barrier options under a constant elasticity of variance model with jump diffusion (Q2804029) (← links)
- American-style options in jump-diffusion models: estimation and evaluation (Q4554221) (← links)
