Pages that link to "Item:Q2757668"
From MaRDI portal
The following pages link to Option Pricing with a General Marked Point Process (Q2757668):
Displaying 4 items.
- Minimal martingale measure: pricing and hedging in a pure jump model under restricted information (Q424343) (← links)
- A copula model for marked point processes (Q746484) (← links)
- Stochastic control methods: Hedging in a market described by pure jump processes (Q983684) (← links)
- Self-exciting jump processes with applications to energy markets (Q1744711) (← links)