Pages that link to "Item:Q136006"
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The following pages link to A Jump-Diffusion Model for Option Pricing (Q136006):
Displaying 50 items.
- Jdmbs (Q30757) (← links)
- A geometric Lévy model for \(n\)-fold compound option pricing in a fuzzy framework (Q289315) (← links)
- The applications of partial integro-differential equations related to adaptive wavelet collocation methods for viscosity solutions to jump-diffusion models (Q295205) (← links)
- Positive finite difference schemes for a partial integro-differential option pricing model (Q298605) (← links)
- A jump model for fads in asset prices under asymmetric information (Q299877) (← links)
- Estimating jump-diffusions using closed-form likelihood expansions (Q311641) (← links)
- Valuation of asset and volatility derivatives using decoupled time-changed Lévy processes (Q315041) (← links)
- A penalty method for a fractional order parabolic variational inequality governing American put option valuation (Q316424) (← links)
- A fast calibrating volatility model for option pricing (Q319158) (← links)
- A discontinuous mispricing model under asymmetric information (Q319248) (← links)
- Investment and financing for SMEs with a partial guarantee and jump risk (Q321131) (← links)
- A radial basis function based implicit-explicit method for option pricing under jump-diffusion models (Q321380) (← links)
- Spitzer identity, Wiener-Hopf factorization and pricing of discretely monitored exotic options (Q322636) (← links)
- Numerical approximations of optimal portfolios in mispriced asymmetric Lévy markets (Q322955) (← links)
- An investigation of model risk in a market with jumps and stochastic volatility (Q323232) (← links)
- Advantages of the Laplace transform approach in pricing first touch digital options in Lévy-driven models (Q334773) (← links)
- Combinatorial identities derived from the Kou jump-diffusion model (Q350817) (← links)
- Return distributions of equity-linked retirement plans under jump and interest rate risk (Q362051) (← links)
- Mean-variance portfolio selection with a stochastic cash flow in a Markov-switching jump-diffusion market (Q378275) (← links)
- A spectral element framework for option pricing under general exponential Lévy processes (Q395363) (← links)
- On the Wiener-Hopf factorization for Lévy processes with bounded positive jumps (Q432503) (← links)
- Meromorphic Lévy processes and their fluctuation identities (Q433907) (← links)
- Tri-diagonal preconditioner for pricing options (Q442720) (← links)
- Nonparametric tests for pathwise properties of semimartingales (Q453304) (← links)
- Valuing credit default swap under a double exponential jump diffusion model (Q462273) (← links)
- Stability of an implicit method to evaluate option prices under local volatility with jumps (Q465116) (← links)
- Hermite polynomial based expansion of European option prices (Q469560) (← links)
- Time-varying jump tails (Q473227) (← links)
- Central limit theorems for power variation of Gaussian integral processes with jumps (Q477150) (← links)
- Fast Fourier transform option pricing with stochastic interest rate, stochastic volatility and double jumps (Q482441) (← links)
- Options pricing under the one-dimensional jump-diffusion model using the radial basis function interpolation scheme (Q488213) (← links)
- Optimal processing rate and buffer size of a jump-diffusion processing system (Q490164) (← links)
- A radial basis function partition of unity collocation method for convection-diffusion equations arising in financial applications (Q499268) (← links)
- Fast numerical valuation of options with jump under Merton's model (Q507854) (← links)
- Numerical pricing of American options under two stochastic factor models with jumps using a meshless local Petrov-Galerkin method (Q512310) (← links)
- Clustered Lévy processes and their financial applications (Q515759) (← links)
- Large deviations for multi-scale jump-diffusion processes (Q516019) (← links)
- Weak convergence of marked point processes generated by crossings of multivariate jump processes. applications to neural network modeling (Q528850) (← links)
- An efficient numerical method for pricing option under jump diffusion model (Q531075) (← links)
- An iterative method for pricing American options under jump-diffusion models (Q534258) (← links)
- On the linear combination, product and ratio of normal and Laplace random variables (Q544956) (← links)
- Asymptotic results for time-changed Lévy processes sampled at hitting times (Q550169) (← links)
- Generalized pricing formulas for stochastic volatility jump diffusion models applied to the exponential Vasicek model (Q614589) (← links)
- On pricing and hedging options in regime-switching models with feedback effect (Q633323) (← links)
- Statistical properties and economic implications of jump-diffusion processes with shot-noise effects (Q635177) (← links)
- Modeling chinese stock returns with stable distribution (Q646126) (← links)
- Runge-Kutta methods for jump-diffusion differential equations (Q654140) (← links)
- Efficient pricing of commodity options with early-exercise under the Ornstein-Uhlenbeck process (Q655547) (← links)
- Analysis of the expected discounted penalty function for a general jump-diffusion risk model and applications in finance (Q659239) (← links)
- Optimal design of profit sharing rates by FFT (Q659254) (← links)
