Pages that link to "Item:Q2757668"
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The following pages link to Option Pricing with a General Marked Point Process (Q2757668):
Displaying 17 items.
- Minimal martingale measure: pricing and hedging in a pure jump model under restricted information (Q424343) (← links)
- A copula model for marked point processes (Q746484) (← links)
- Stochastic control methods: Hedging in a market described by pure jump processes (Q983684) (← links)
- Self-exciting jump processes with applications to energy markets (Q1744711) (← links)
- Point process estimation with Mirror Prox algorithms (Q2019904) (← links)
- Homotopy analysis method and its applications in the valuation of European call options with time-fractional Black-Scholes equation (Q2128167) (← links)
- A partially observed ultra-high-frequency data model: risk-minimizing hedging (Q2462626) (← links)
- A functional marked point process model for lupus data (Q2856555) (← links)
- MONTE CARLO DERIVATIVE PRICING WITH PARTIAL INFORMATION IN A CLASS OF DOUBLY STOCHASTIC POISSON PROCESSES WITH MARKS (Q2892976) (← links)
- Wealth optimization and dual problems for jump stock dynamics with stochastic factor (Q3080993) (← links)
- LIMIT LAWS IN TRANSACTION-LEVEL ASSET PRICE MODELS (Q3191830) (← links)
- Partially informed investors: hedging in an incomplete market with default (Q3449928) (← links)
- On the diversity score: a copula approach (Q5276178) (← links)
- RISK-NEUTRAL MEASURES AND PRICING FOR A PURE JUMP PRICE PROCESS (Q5305594) (← links)
- PRICING FOR GEOMETRIC MARKED POINT PROCESSES UNDER PARTIAL INFORMATION: ENTROPY APPROACH (Q5324400) (← links)
- RECURSIVE BACKWARD SCHEME FOR THE SOLUTION OF A BSDE WITH A NON LIPSCHITZ GENERATOR (Q5358112) (← links)
- On computing medians of marked point process data under edit distance (Q6142065) (← links)
