Pages that link to "Item:Q3475093"
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The following pages link to Option pricing and hedge portfolios for poisson progresses (Q3475093):
Displaying 9 items.
- Stochastic multi-agent equilibria in economies with jump-diffusion uncertainty (Q1350670) (← links)
- Actuarial bridges to dynamic hedging and option pricing (Q1381457) (← links)
- Equivalent martingale measures for bridge processes (Q3984215) (← links)
- A Note on Differentiability in a Markov Chain Market Using Stochastic Flows (Q4981997) (← links)
- Stochastic Flows and Jump-Diffusions (Q5139203) (← links)
- HEDGING OPTIONS IN A DOUBLY MARKOV-MODULATED FINANCIAL MARKET VIA STOCHASTIC FLOWS (Q5210919) (← links)
- Semi-static variance-optimal hedging in stochastic volatility models with Fourier representation (Q5235053) (← links)
- APPROXIMATE HEDGING OF OPTIONS UNDER JUMP-DIFFUSION PROCESSES (Q5265239) (← links)
- Inference of binary regime models with jump discontinuities (Q6108879) (← links)
