Pages that link to "Item:Q5018007"

The following pages link to Pricing vulnerable European options under a two-sided jump model via Laplace transforms (Q5018007):

Displaying 2 items.

• Pricing vulnerable options under a jump-diffusion model with fast mean-reverting stochastic volatility (Q2673416) (← links)
• Pricing vulnerable options with correlated jump-diffusion processes depending on various states of the economy (Q5001195) (← links)