Pages that link to "Item:Q2703110"
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The following pages link to A Simple Model for Option Pricing with Jumping Stochastic Volatility (Q2703110):
Displayed 6 items.
- A new exact solution for pricing European options in a two-state regime-switching economy (Q356242) (← links)
- Perpetual American vanilla option pricing under single regime change risk: an exhaustive study (Q3301076) (← links)
- Correlations in DNA sequences (Q3438311) (← links)
- Use of Mutual Information Function and Power Spectra for Analyzing the Structure of Some Prokaryotic Genomes (Q3511921) (← links)
- Volatility and dividend risk in perpetual American options (Q5239351) (← links)
- On the Problem of Pricing a Double Barrier Option in a Modified Black-Scholes Environment (Q6193843) (← links)