Pages that link to "Item:Q5154104"

The following pages link to Exchange option pricing in jump-diffusion models based on esscher transform (Q5154104):

Displaying 3 items.

• Pricing vulnerable power exchange options in an intensity based framework (Q2423595) (← links)
• Numerical pricing of exchange option with stock liquidity under Bayesian statistical method (Q5081059) (← links)
• Quanto option pricing with a jump diffusion process (Q5082959) (← links)