Pages that link to "Item:Q953702"
From MaRDI portal
The following pages link to The compound option approach to American options on jump-diffusions (Q953702):
Displaying 16 items.
- A geometric Lévy model for \(n\)-fold compound option pricing in a fuzzy framework (Q289315) (← links)
- Valuation of \(N\)-stage investments under jump-diffusion processes (Q429535) (← links)
- Convergence rate of numerical solutions to SFDEs with jumps (Q645694) (← links)
- The evaluation of European compound option prices under stochastic volatility using Fourier transform techniques (Q744404) (← links)
- Numerical analysis for stochastic age-dependent population equations with Poisson jumps (Q860657) (← links)
- Pricing extendible options using the fast Fourier transform (Q1719223) (← links)
- Pricing compound and extendible options under mixed fractional Brownian motion with jumps (Q2306304) (← links)
- A simple method for generalized sequential compound options pricing (Q2406942) (← links)
- Pricing Convertible Bonds with Credit Risks and Stochastic Interest Rates (Q2799945) (← links)
- The British Put Option (Q2889604) (← links)
- American-style options in jump-diffusion models: estimation and evaluation (Q4554221) (← links)
- The pricing of compound option under variance gamma process by FFT (Q5079198) (← links)
- PRICING HOLDER-EXTENDABLE CALL OPTIONS WITH MEAN-REVERTING STOCHASTIC VOLATILITY (Q5112593) (← links)
- THE BRITISH ASSET-OR-NOTHING PUT OPTION (Q5281721) (← links)
- An adaptive successive over-relaxation method for computing the Black–Scholes implied volatility (Q5300448) (← links)
- <i>N</i>-Fold compound option pricing with technical risk under fractional jump-diffusion model (Q5882833) (← links)