Pages that link to "Item:Q4584999"

The following pages link to Pricing and Hedging of Lookback Options in Hyper-exponential Jump Diffusion Models (Q4584999):

Displaying 3 items.

• Geometric step options and Lévy models: duality, pides, and semi-analytical pricing (Q2170289) (← links)
• Parisian options with jumps: a maturity–excursion randomization approach (Q4619530) (← links)
• Intra‐Horizon expected shortfall and risk structure in models with jumps (Q6054364) (← links)