Pages that link to "Item:Q5379177"
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The following pages link to Option Pricing with Threshold Diffusion Processes (Q5379177):
Displaying 4 items.
- A self-exciting threshold jump-diffusion model for option valuation (Q343990) (← links)
- Pricing European vanilla options under a jump-to-default threshold diffusion model (Q724526) (← links)
- A Markov chain approximation scheme for option pricing under skew diffusions (Q4991088) (← links)
- A THRESHOLD MODEL FOR LOCAL VOLATILITY: EVIDENCE OF LEVERAGE AND MEAN REVERSION EFFECTS ON HISTORICAL DATA (Q5384680) (← links)
