Pages that link to "Item:Q343990"
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The following pages link to A self-exciting threshold jump-diffusion model for option valuation (Q343990):
Displaying 4 items.
- Pricing European vanilla options under a jump-to-default threshold diffusion model (Q724526) (← links)
- A switching self-exciting jump diffusion process for stock prices (Q2000696) (← links)
- Parameter estimation for threshold Ornstein-Uhlenbeck processes from discrete observations (Q2141576) (← links)
- European option pricing with market frictions, regime switches and model uncertainty (Q6152695) (← links)
