Pages that link to "Item:Q442180"
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The following pages link to Numerical simulations for the pricing of options in jump diffusion markets (Q442180):
Displaying 4 items.
- New Simpson type integral inequalities for \(s\)-convex functions and their applications (Q826425) (← links)
- Numerical solution of jump-diffusion LIBOR market models (Q1424699) (← links)
- On option pricing in illiquid markets with jumps (Q2449007) (← links)
- Approximate Hedging with Constant Proportional Transaction Costs in Financial Markets with Jumps (Q5120710) (← links)
