Pages that link to "Item:Q2174173"
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The following pages link to Asian options pricing in Hawkes-type jump-diffusion models (Q2174173):
Displaying 7 items.
- A Gamma Ornstein-Uhlenbeck model driven by a Hawkes process (Q2230761) (← links)
- Moments of integrated exponential Lévy processes and applications to Asian options pricing (Q5039631) (← links)
- Interest Rates Term Structure Models Driven by Hawkes Processes (Q6070672) (← links)
- Commodity Asian option pricing and simulation in a 4-factor model with jump clusters (Q6549599) (← links)
- An efficient unified approach for spread option pricing in a copula market model (Q6549601) (← links)
- Hawkes processes in energy markets: modelling, estimation and derivatives pricing (Q6610445) (← links)
- The rough Hawkes Heston stochastic volatility model (Q6641084) (← links)
