Pages that link to "Item:Q4682474"
From MaRDI portal
The following pages link to Correction: Exchange Option under Jump-diffusion Dynamics (Q4682474):
Displaying 4 items.
- European rainbow option values under the two-asset Merton jump-diffusion model (Q2279888) (← links)
- Perpetual Exchange Options under Jump-Diffusion Dynamics (Q4682489) (← links)
- Pricing exchange options with correlated jump diffusion processes (Q4957241) (← links)
- Representation of exchange option prices under stochastic volatility jump-diffusion dynamics (Q5121499) (← links)