Pages that link to "Item:Q5742994"
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The following pages link to Option Pricing in Illiquid Markets with Jumps (Q5742994):
Displayed 3 items.
- Pricing vulnerable options with jump risk and liquidity risk (Q2059298) (← links)
- On solutions of a partial integro-differential equation in Bessel potential spaces with applications in option pricing models (Q2227316) (← links)
- The optimal rehedging interval for the options portfolio within the RAPM, taking into account transaction costs and liquidity costs (Q2307920) (← links)