Pages that link to "Item:Q5234011"
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The following pages link to ON SPREAD OPTION PRICING USING TWO-DIMENSIONAL FOURIER TRANSFORM (Q5234011):
Displayed 4 items.
- Pricing of spread and exchange options in a rough jump-diffusion market (Q2088861) (← links)
- Representation of exchange option prices under stochastic volatility jump-diffusion dynamics (Q5121499) (← links)
- ON SPREAD OPTION PRICING USING TWO-DIMENSIONAL FOURIER TRANSFORM (Q5234011) (← links)
- Pricing and hedging for correlation options with regime switching and common jump risk (Q6164724) (← links)