Pages that link to "Item:Q874977"
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The following pages link to Convexity preserving jump-diffusion models for option pricing (Q874977):
Displaying 6 items.
- On shape preserving semigroups (Q663179) (← links)
- Convexity theory for the term structure equation (Q928497) (← links)
- On the behaviour near expiry for multi-dimensional American options (Q2465175) (← links)
- Computation of the unknown volatility from integral option price observations in jump-diffusion models (Q2664823) (← links)
- BOUNDS ON OPTION PRICES IN POINT PROCESS DIFFUSION MODELS (Q3168858) (← links)
- Perpetual American options with asset-dependent discounting (Q6139952) (← links)
