Pages that link to "Item:Q833566"

The following pages link to Pricing double-barrier options under a flexible jump diffusion model (Q833566):

Displaying 28 items.

• Spitzer identity, Wiener-Hopf factorization and pricing of discretely monitored exotic options (Q322636) (← links)
• On a dual model with barrier strategy (Q442880) (← links)
• An analytic expansion method for the valuation of double-barrier options under a stochastic volatility model (Q504846) (← links)
• Occupation times of refracted double exponential jump diffusion processes (Q900561) (← links)
• Pricing double barrier options under a volatility regime-switching model with psychological barriers (Q1627631) (← links)
• Analytic techniques for option pricing under a hyperexponential Lévy model (Q1639540) (← links)
• A note on first passage functionals for Lévy processes with jumps of rational Laplace transforms (Q1669250) (← links)
• The first passage time problem for mixed-exponential jump processes with applications in insurance and finance (Q1724420) (← links)
• Geometric step options and Lévy models: duality, pides, and semi-analytical pricing (Q2170289) (← links)
• Design of green bonds by double-barrier options (Q2182829) (← links)
• Application of Lévy processes and Esscher transformed martingale measures for option pricing in fuzzy framework (Q2252399) (← links)
• American step options (Q2282524) (← links)
• Valuing equity-linked death benefits with a threshold expense strategy (Q2347060) (← links)
• The time of deducting fees for variable annuities under the state-dependent fee structure (Q2347103) (← links)
• First passage probabilities of one-dimensional diffusion processes (Q2355250) (← links)
• First passage problems of refracted jump diffusion processes and their applications in valuing equity-linked death benefits (Q2673386) (← links)
• BESSEL PROCESSES, STOCHASTIC VOLATILITY, AND TIMER OPTIONS (Q2788692) (← links)
• An Improved Test for Continuous Local Martingales (Q2792264) (← links)
• A numerical method to price discrete double Barrier options under a constant elasticity of variance model with jump diffusion (Q2804029) (← links)
• On the First Passage Time Under Regime-Switching with Jumps (Q4561943) (← links)
• Pricing and Hedging of Lookback Options in Hyper-exponential Jump Diffusion Models (Q4584999) (← links)
• Parisian options with jumps: a maturity–excursion randomization approach (Q4619530) (← links)
• Pricing dynamic fund protections for a hyperexponential jump diffusion process (Q4638697) (← links)
• The distribution of refracted Lévy processes with jumps having rational Laplace transforms (Q4684914) (← links)
• Precautionary measures for credit risk management in jump models (Q5411898) (← links)
• AN APPROXIMATION METHOD FOR PRICING CONTINUOUS BARRIER OPTIONS UNDER MULTI-ASSET LOCAL STOCHASTIC VOLATILITY MODELS (Q5854319) (← links)
• Intra‐Horizon expected shortfall and risk structure in models with jumps (Q6054364) (← links)
• Continuity correction: on the pricing of discrete double barrier options (Q6154209) (← links)