Pages that link to "Item:Q2707165"
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The following pages link to Analytical Valuation of American Options on Jump‐Diffusion Processes (Q2707165):
Displayed 18 items.
- An analytic formula for the price of an American-style Asian option of floating strike type (Q613214) (← links)
- A fast Fourier transform technique for pricing American options under stochastic volatility (Q965893) (← links)
- Pricing American options when asset prices jump (Q969504) (← links)
- Option pricing under jump-diffusion models with mean-reverting bivariate jumps (Q1667167) (← links)
- Optimal exercise boundary via intermediate function with jump risk (Q1684772) (← links)
- Parametric estimation for discretely observed stochastic processes with jumps (Q1952110) (← links)
- Analytically pricing double barrier options based on a time-fractional Black-Scholes equation (Q2007174) (← links)
- Pricing equity warrants in Merton jump-diffusion model with credit risk (Q2141463) (← links)
- Exchange Options Under Jump-Diffusion Dynamics (Q2889586) (← links)
- American Call Options Under Jump‐Diffusion Processes – A Fourier Transform Approach (Q3395729) (← links)
- A closed-form analytical solution for the valuation of convertible bonds with constant dividend yield (Q3430020) (← links)
- American-style options in jump-diffusion models: estimation and evaluation (Q4554221) (← links)
- Fast estimation of true bounds on Bermudan option prices under jump-diffusion processes (Q4619493) (← links)
- Representation of exchange option prices under stochastic volatility jump-diffusion dynamics (Q5121499) (← links)
- Optimal Investment Timing for Carbon Emission Reduction Technology with a Jump-Diffusion Process (Q5163683) (← links)
- CHARACTERIZATION OF OPTIMAL STOPPING REGIONS OF AMERICAN ASIAN AND LOOKBACK OPTIONS (Q5472777) (← links)
- An exact and explicit solution for the valuation of American put options (Q5484647) (← links)
- The representation of American options prices under stochastic volatility and jump-diffusion dynamics (Q5746758) (← links)