Pages that link to "Item:Q3094682"
From MaRDI portal
The following pages link to Pricing and Hedging of Quantile Options in a Flexible Jump Diffusion Model (Q3094682):
Displaying 5 items.
- Pricing turbo warrants under mixed-exponential jump diffusion model (Q1619424) (← links)
- The pricing of basket options: a weak convergence approach (Q1728166) (← links)
- PRICING STEP OPTIONS UNDER THE CEV AND OTHER SOLVABLE DIFFUSION MODELS (Q2853376) (← links)
- Parisian options with jumps: a maturity–excursion randomization approach (Q4619530) (← links)
- A Computational Approach to First Passage Problems of Reflected Hyperexponential Jump Diffusion Processes (Q4995066) (← links)
