Pages that link to "Item:Q4957241"
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The following pages link to Pricing exchange options with correlated jump diffusion processes (Q4957241):
Displaying 4 items.
- A Bivariate Normal Inverse Gaussian Process with Stochastic Delay: Efficient Simulations and Applications to Energy Markets (Q5063388) (← links)
- Gamma-related Ornstein–Uhlenbeck processes and their simulation* (Q5065235) (← links)
- Pricing renewable identification numbers under uncertainty (Q5079363) (← links)
- Fast Pricing of Energy Derivatives with Mean-Reverting Jump-diffusion Processes (Q5164999) (← links)
