Pages that link to "Item:Q3126239"

The following pages link to OPTION PRICING USING THE TERM STRUCTURE OF INTEREST RATES TO HEDGE SYSTEMATIC DISCONTINUITIES IN ASSET RETURNS (Q3126239):

Displaying 22 items.

• Kernel-correlated Lévy field driven forward rate and application to derivative pricing (Q373004) (← links)
• Discrete-time bond and option pricing for jump-diffusion processes (Q375257) (← links)
• Term structure modelling of defaultable bonds (Q375366) (← links)
• Convergence of numerical schemes for viscosity solutions to integro-differential degenerate parabolic problems arising in financial theory (Q704796) (← links)
• Implied default probability and credit derivatives (Q816767) (← links)
• Existence of Lévy term structure models (Q928496) (← links)
• Dynamic asset pricing theory with uncertain time-horizon (Q956467) (← links)
• A direct discrete-time approach to Poisson-Gaussian bond option pricing in the Heath-Jarrow-Morton model (Q1274470) (← links)
• The Euler scheme for Lévy driven stochastic differential equations (Q1356347) (← links)
• On martingale measures when asset returns have unpredictable jumps (Q1363465) (← links)
• Pricing of multiple defaultable bond (Q1847632) (← links)
• Term structure modeling and asymptotic long rate (Q1974033) (← links)
• A simulation environment for discontinuous portfolio value processes (Q2722288) (← links)
• Uniqueness of the Solution to a Difference-Partial Differential Equation for Finance (Q3043565) (← links)
• Rational term structure models with geometric Lévy martingales (Q3145086) (← links)
• Jump-diffusion models of German stock returns (Q3358110) (← links)
• A multi-factor jump-diffusion model for commodities† (Q3498564) (← links)
• The European options hedge perfectly in a Poisson-Gaussian stock market model (Q4551201) (← links)
• APPROXIMATE HEDGING OF OPTIONS UNDER JUMP-DIFFUSION PROCESSES (Q5265239) (← links)
• SYMMETRIES IN JUMP-DIFFUSION MODELS WITH APPLICATIONS IN OPTION PRICING AND CREDIT RISK (Q5696846) (← links)
• Estimation of the Characteristics of the Jumps of a General Poisson-Diffusion Model (Q5899409) (← links)
• Estimation of the Characteristics of the Jumps of a General Poisson-Diffusion Model (Q5899410) (← links)