Pages that link to "Item:Q1915843"
From MaRDI portal
The following pages link to An approximation of American option prices in a jump-diffusion model (Q1915843):
Displaying 12 items.
- Estimation of parameters for diffusion processes with jumps from discrete observations (Q849862) (← links)
- Numerical solution of two asset jump diffusion models for option valuation (Q928833) (← links)
- Numerical methods for Lévy processes (Q964687) (← links)
- Pricing American options when asset prices jump (Q969504) (← links)
- Stability for multidimensional jump-diffusion processes (Q1593618) (← links)
- A penalty method for American options with jump diffusion processes (Q1889909) (← links)
- Parametric estimation for discretely observed stochastic processes with jumps (Q1952110) (← links)
- A MULTINOMIAL APPROXIMATION FOR AMERICAN OPTION PRICES IN LÉVY PROCESS MODELS (Q3423398) (← links)
- Convergence of Jump-Diffusion Modelsto the Black–Scholes Model (Q4795544) (← links)
- Quanto option pricing with a jump diffusion process (Q5082959) (← links)
- Exchange option pricing in jump-diffusion models based on esscher transform (Q5154104) (← links)
- An Error Analysis of a Finite Element Method with IMEX-Time Semidiscretizations for Some Partial Integro-differential Inequalities Arising in the Pricing of American Options (Q5347524) (← links)
