Pages that link to "Item:Q2031319"
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The following pages link to Pricing power exchange options with Hawkes jump diffusion processes (Q2031319):
Displaying 3 items.
- Valuation of equity-indexed annuities under correlated jump-diffusion processes (Q2029647) (← links)
- Pricing path-dependent options under the Hawkes jump diffusion process (Q2097472) (← links)
- A CLOSED-FORM PRICING FORMULA FOR EUROPEAN EXCHANGE OPTIONS WITH STOCHASTIC VOLATILITY (Q5051212) (← links)