Pages that link to "Item:Q816765"

The following pages link to A class of jump-diffusion bond pricing models within the HJM framework (Q816765):

Displaying 2 items.

• A Poisson-Gaussian model to price European options on the extremum of several risky assets within the HJM framework (Q625671) (← links)
• The multifactor nature of the volatility of futures markets (Q853577) (← links)