Pages that link to "Item:Q983888"
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The following pages link to Esscher transform and the duality principle for multidimensional semimartingales (Q983888):
Displayed 22 items.
- Valuation of asset and volatility derivatives using decoupled time-changed Lévy processes (Q315041) (← links)
- On exact pricing of FX options in multivariate time-changed Lévy models (Q345721) (← links)
- Invariance properties of random vectors and stochastic processes based on the zonoid concept (Q396000) (← links)
- Multivariate FX models with jumps: triangles, quantos and implied correlation (Q1753549) (← links)
- On computing the price of financial instruments in foreign currency (Q1796242) (← links)
- Simplified stochastic calculus via semimartingale representations (Q2076652) (← links)
- Option pricing in time-changed Lévy models with compound Poisson jumps (Q2326531) (← links)
- Cost-efficiency in multivariate Lévy models (Q2351198) (← links)
- Multivariate subordination using generalised gamma convolutions with applications to variance gamma processes and option pricing (Q2359719) (← links)
- Analysis of Fourier Transform Valuation Formulas and Applications (Q2786205) (← links)
- Exchange Options Under Jump-Diffusion Dynamics (Q2889586) (← links)
- COHERENT FOREIGN EXCHANGE MARKET MODELS (Q2970322) (← links)
- Semi-static hedging for certain Margrabe-type options with barriers (Q3088322) (← links)
- Exchangeability-type properties of asset prices (Q3173000) (← links)
- Option Pricing and Filtering with Hidden Markov-Modulated Pure-Jump Processes (Q3176516) (← links)
- Pricing of Spread Options on a Bivariate Jump Market and Stability to Model Risk (Q4682471) (← links)
- Cointegrated Commodity Markets and Pricing of Derivatives in a Non-Gaussian Framework (Q4976513) (← links)
- VALUATION OF HYBRID FINANCIAL AND ACTUARIAL PRODUCTS IN LIFE INSURANCE BY A NOVEL THREE-STEP METHOD (Q5140077) (← links)
- An Equilibrium Model for Spot and Forward Prices of Commodities (Q5219303) (← links)
- Closed Form Pricing of European Options for a Family of Normal-Inverse Gaussian Processes (Q5745541) (← links)
- White noise space analysis and multiplicative change of measures (Q5884315) (← links)
- Simplified calculus for semimartingales: multiplicative compensators and changes of measure (Q6157012) (← links)