Pages that link to "Item:Q4619530"
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The following pages link to Parisian options with jumps: a maturity–excursion randomization approach (Q4619530):
Displaying 4 items.
- Geometric step options and Lévy models: duality, pides, and semi-analytical pricing (Q2170289) (← links)
- JDOI variance reduction method and the pricing of American-style options (Q5079357) (← links)
- Intra‐Horizon expected shortfall and risk structure in models with jumps (Q6054364) (← links)
- A general approach for Parisian stopping times under Markov processes (Q6111010) (← links)
