Pages that link to "Item:Q3107935"
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The following pages link to METHOD OF MOMENTS APPROACH TO PRICING DOUBLE BARRIER CONTRACTS IN POLYNOMIAL JUMP-DIFFUSION MODELS (Q3107935):
Displaying 5 items.
- The Jacobi stochastic volatility model (Q1650944) (← links)
- Pricing variance swaps under subordinated Jacobi stochastic volatility models (Q2669408) (← links)
- Moment and polynomial bounds for ruin-related quantities in risk theory (Q2672152) (← links)
- Jacobi stochastic volatility factor for the LIBOR market model (Q2675815) (← links)
- Bounding Stationary Averages of Polynomial Diffusions via Semidefinite Programming (Q2953227) (← links)
