The following pages link to A two-state jump model (Q4647253):
Displaying 4 items.
- (Q4407581) (← links)
- Analytic option pricing and risk measures under a regime-switching generalized hyperbolic model with an application to equity-linked insurance (Q4555162) (← links)
- A two-state jump model (Q4647253) (← links)
- Valuing Bermudan options when asset returns are Lévy processes (Q4647599) (← links)
