Pages that link to "Item:Q1584197"
From MaRDI portal
The following pages link to Incompleteness of markets driven by a mixed diffusion (Q1584197):
Displayed 27 items.
- Option pricing under jump-diffusion processes with regime switching (Q340129) (← links)
- Numerical simulations for the pricing of options in jump diffusion markets (Q442180) (← links)
- Convex ordering criteria for Lévy processes (Q477990) (← links)
- Optimal stopping problem in a model with compensated refusal of reward (Q650415) (← links)
- Risk measure pricing and hedging in incomplete markets (Q665707) (← links)
- Comparison of option prices in semimartingale models (Q854274) (← links)
- Convexity preserving jump-diffusion models for option pricing (Q874977) (← links)
- Comparison of semimartingales and Lévy processes (Q879255) (← links)
- Convexity theory for the term structure equation (Q928497) (← links)
- Tractable hedging: An implementation of robust hedging strategies (Q959656) (← links)
- Analysis of variance based instruments for Ornstein-Uhlenbeck type models: swap and price index (Q1682600) (← links)
- Wasserstein distance estimates for stochastic integrals by forward-backward stochastic calculus (Q2072146) (← links)
- Systematic equity-based credit risk: A CEV model with jump to default (Q2271610) (← links)
- Comparison Results for GARCH Processes (Q2923429) (← links)
- BOUNDS ON OPTION PRICES IN POINT PROCESS DIFFUSION MODELS (Q3168858) (← links)
- Option pricing and hedging with minimum local expected shortfall (Q4610270) (← links)
- Some recent developments in stochastic volatility modelling (Q4646765) (← links)
- Option Pricing in Stochastic Volatility Models of the Ornstein‐Uhlenbeck type (Q4825509) (← links)
- Variance swaps, volatility swaps, hedging and bounds under multi-factor Heston stochastic volatility model (Q4986444) (← links)
- APPROXIMATE HEDGING OF OPTIONS UNDER JUMP-DIFFUSION PROCESSES (Q5265239) (← links)
- PROPERTIES OF OPTION PRICES IN MODELS WITH JUMPS (Q5427661) (← links)
- On the existence of an efficient hedge for an American contingent claim within a discrete time market (Q5433100) (← links)
- On the Pricing of American Options in Exponential Lévy Markets (Q5443740) (← links)
- Bounds for perpetual American option prices in a jump diffusion model (Q5754695) (← links)
- Wealth optimization in an incomplete market driven by a jump-diffusion process (Q5939298) (← links)
- Robustness of Delta Hedging in a Jump-Diffusion Model (Q6109913) (← links)
- Bounds on mean variance hedging in jump diffusion (Q6185522) (← links)