A class of option pricing models based on jump-diffusion processes
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Publication:5398705
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Cited in
(24)- scientific article; zbMATH DE number 6174812 (Why is no real title available?)
- scientific article; zbMATH DE number 6718662 (Why is no real title available?)
- APPROXIMATIONS OF OPTION PRICES FOR A JUMP-DIFFUSION MODEL
- Impulsive jump-diffusion models for pricing securities
- Option pricing under jump diffusion model
- Option pricing and hedge portfolios for poisson progresses
- Average options for jump diffusion models
- Cliquet option pricing in a jump-diffusion Lévy model
- Polynomial jump-diffusion models
- Pricing of options based on a jump-diffusion stochastic process
- Option valuation for the double-factor-cross-feedback infinite activity jump-diffusion model
- Coupling and option price comparisons in a jump-diffusion model
- Option pricing with discrete time jump processes
- Using pseudo-parabolic and fractional equations for option pricing in jump diffusion models
- Pricing European options under jump-diffusion models
- Construction of the Black-Scholes PDE with jump-diffusion model
- A self-exciting threshold jump-diffusion model for option valuation
- Option pricing under the market with jump -- based on prospect theory
- Analysis of a class of price process models with jump
- scientific article; zbMATH DE number 5163411 (Why is no real title available?)
- Parameter estimation of the option pricing formula on a class of jump-diffusion models
- Option pricing in mathematical financial market with jumps and related problems.
- A jump-diffusion model for option pricing
- scientific article; zbMATH DE number 1744954 (Why is no real title available?)
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