Pages that link to "Item:Q3502166"
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The following pages link to LINEAR‐QUADRATIC JUMP‐DIFFUSION MODELING (Q3502166):
Displayed 7 items.
- A remark on Lin and Chang's paper `consistent modeling of S\&P 500 and VIX derivatives' (Q419485) (← links)
- Discrete time Wishart term structure models (Q543795) (← links)
- Saddlepoint approximations for affine jump-diffusion models (Q2271604) (← links)
- TRANSFORM ANALYSIS FOR POINT PROCESSES AND APPLICATIONS IN CREDIT RISK (Q2851562) (← links)
- Extension of stochastic volatility equity models with the Hull–White interest rate process (Q2893077) (← links)
- A Generalization of Geometric Brownian Motion with Applications (Q3015918) (← links)
- Simulation Analysis for the Pricing of Bond Option on Arbitrage-Free Models with Jump (Q3512544) (← links)