Pages that link to "Item:Q437103"
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The following pages link to Option pricing and hedging under a stochastic volatility Lévy process model (Q437103):
Displaying 7 items.
- Tempered stable structural model in pricing credit spread and credit default swap (Q1621638) (← links)
- Financial modelling applying multivariate Lévy processes: new insights into estimation and simulation (Q2163888) (← links)
- Quanto option pricing in the presence of fat tails and asymmetric dependence (Q2347727) (← links)
- Feynman-Kac theorem in random environments and partial integro-differential equations (Q2408780) (← links)
- Pricing and hedging of general rating-sensitive claims in a jump-diffusion market model in the presence of stochastic factors (Q2633877) (← links)
- Pricing vulnerable options with correlated jump-diffusion processes depending on various states of the economy (Q5001195) (← links)
- FACTOR COPULA MODEL FOR PORTFOLIO CREDIT RISK (Q5010074) (← links)
