Pages that link to "Item:Q1727064"
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The following pages link to Pricing vulnerable European options under Lévy process with stochastic volatility (Q1727064):
Displaying 3 items.
- Pricing vulnerable options in a mixed fractional Brownian motion with jumps (Q2063466) (← links)
- New safe approximation of ambiguous probabilistic constraints for financial optimization problem (Q2296548) (← links)
- Pricing vulnerable options under a jump-diffusion model with fast mean-reverting stochastic volatility (Q2673416) (← links)
