Pages that link to "Item:Q2914792"

The following pages link to Two-Sided Estimates for Distribution Densities in Models with Jumps (Q2914792):

Displaying 3 items.

• DECOMPOSITION FORMULA FOR JUMP DIFFUSION MODELS (Q4645330) (← links)
• Asymptotic Analysis of Stock Price Densities and Implied Volatilities in Mixed Stochastic Models (Q5250042) (← links)
• Approximate option pricing under a two-factor Heston-Kou stochastic volatility model (Q6149566) (← links)