scientific article; zbMATH DE number 2245625
From MaRDI portal
Publication:5716693
Recommendations
- Pricing of options based on a jump-diffusion stochastic process
- Pricing formula for exchange option based on stochastic delay differential equation with jumps
- Pricing of spread and exchange options in a rough jump-diffusion market
- The foreign exchange option pricing of diffusion process with jumps
- Pricing exchange options with correlated jump diffusion processes
- Pricing Bermudan exchange option under jump-diffusion process
- The exchange option pricing model under bifractional jump-diffusion process
- Exchange option pricing in jump-diffusion models based on Esscher transform
- The option pricing under Vasicek interest rate and pure birth jump diffusion model
- Pricing of exponential European option under jump-diffusion models
Cited in
(2)
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5716693)