Pages that link to "Item:Q5363115"
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The following pages link to Pricing of Parisian Options for a Jump-Diffusion Model with Two-Sided Jumps (Q5363115):
Displayed 13 items.
- Dividend problem with Parisian delay for a spectrally negative Lévy risk process (Q2247926) (← links)
- Parisian quasi-stationary distributions for asymmetric Lévy processes (Q2406780) (← links)
- Lévy risk model with two-sided jumps and a barrier dividend strategy (Q2427836) (← links)
- Ruin Probability with Parisian Delay for a Spectrally Negative Lévy Risk Process (Q3108469) (← links)
- Parisian ruin probability with a lower ultimate bankrupt barrier (Q4576971) (← links)
- Discrete time ruin probability with Parisian delay (Q4577208) (← links)
- A General Valuation Framework for SABR and Stochastic Local Volatility Models (Q4579833) (← links)
- Asymptotics of Parisian ruin of Brownian motion risk model over an infinite-time horizon (Q4583618) (← links)
- Parisian options with jumps: a maturity–excursion randomization approach (Q4619530) (← links)
- A temporal approach to the Parisian risk model (Q4684940) (← links)
- NEARLY EXACT OPTION PRICE SIMULATION USING CHARACTERISTIC FUNCTIONS (Q4902542) (← links)
- Robust barrier option pricing by frame projection under exponential Lévy dynamics (Q5373910) (← links)
- A general approach for Parisian stopping times under Markov processes (Q6111010) (← links)