Pages that link to "Item:Q3475093"
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The following pages link to Option pricing and hedge portfolios for poisson progresses (Q3475093):
Displayed 5 items.
- Stochastic multi-agent equilibria in economies with jump-diffusion uncertainty (Q1350670) (← links)
- Actuarial bridges to dynamic hedging and option pricing (Q1381457) (← links)
- Equivalent martingale measures for bridge processes (Q3984215) (← links)
- A Note on Differentiability in a Markov Chain Market Using Stochastic Flows (Q4981997) (← links)
- APPROXIMATE HEDGING OF OPTIONS UNDER JUMP-DIFFUSION PROCESSES (Q5265239) (← links)