Pages that link to "Item:Q5452379"
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The following pages link to Option pricing when underlying stock returns are discontinuous (Q5452379):
Displaying 50 items.
- Resolution of policy uncertainty and sudden declines in volatility (Q1706492) (← links)
- Wavelets optimization method for evaluation of fractional partial differential equations: an application to financial modelling (Q1711138) (← links)
- Algorithms of finite difference for pricing American options under fractional diffusion models (Q1718197) (← links)
- Pricing currency option in a mixed fractional Brownian motion with jumps environment (Q1719257) (← links)
- Pricing of American put option under a jump diffusion process with stochastic volatility in an incomplete market (Q1722394) (← links)
- European option pricing with transaction costs in Lévy jump environment (Q1724293) (← links)
- The first passage time problem for mixed-exponential jump processes with applications in insurance and finance (Q1724420) (← links)
- The optimal analysis of default probability for a credit risk model (Q1725187) (← links)
- Pricing vulnerable European options under Lévy process with stochastic volatility (Q1727064) (← links)
- Pricing warrant bonds with credit risk under a jump diffusion process (Q1727102) (← links)
- Pricing vulnerable options with market prices of common jump risks under regime-switching models (Q1727291) (← links)
- Effects of jump-diffusion models for the house price dynamics in the pricing of fixed-rate mortgages, insurance and coinsurance (Q1732239) (← links)
- Stock loan valuation based on the finite moment log-stable process (Q1732317) (← links)
- A modified Black-Scholes pricing formula for European options with bounded underlying prices (Q1732426) (← links)
- A stochastic approach to model housing markets: the US housing market case (Q1735709) (← links)
- Obstacle problems and free boundaries: an overview (Q1735713) (← links)
- Pricing and simulating catastrophe risk bonds in a Markov-dependent environment (Q1738100) (← links)
- Unit root testing in the presence of mean reverting jumps: evidence from US T-bond yields (Q1739895) (← links)
- RBF-PU method for pricing options under the jump-diffusion model with local volatility (Q1747298) (← links)
- ADI schemes for valuing European options under the Bates model (Q1748427) (← links)
- Analytical solution for an investment problem under uncertainties with shocks (Q1751925) (← links)
- Multivariate FX models with jumps: triangles, quantos and implied correlation (Q1753549) (← links)
- A real options game of alliance timing decisions in biopharmaceutical research and development (Q1753672) (← links)
- Direct data-based decision making under uncertainty (Q1754229) (← links)
- Unconditional positive stable numerical solution of partial integrodifferential option pricing problems (Q1756203) (← links)
- Numerical solutions of stochastic differential equations driven by Poisson random measure with non-Lipschitz coefficients (Q1760797) (← links)
- Tangent Lévy market models (Q1761433) (← links)
- Arbitrage and completeness in financial markets with given \(N\)-dimensional distributions (Q1762864) (← links)
- Weak convergence of tree methods to price options on defaultable assets (Q1770202) (← links)
- Numerical valuation of options with jumps in the underlying (Q1775609) (← links)
- An actuarial approach to reload option valuation for a non-tradable risk assets under jump-diffusion process and stochastic interest rate (Q1782016) (← links)
- A closed-form expansion approach for pricing discretely monitored variance swaps (Q1785402) (← links)
- A note on the never-early-exercise region of American power exchange options (Q1785486) (← links)
- Weak time-derivatives and no-arbitrage pricing (Q1788828) (← links)
- Options pricing with time changed Lévy processes under imprecise information (Q1794512) (← links)
- Residual risks and hedging strategies in Markovian markets (Q1812724) (← links)
- Real options and preemption under incomplete information (Q1853214) (← links)
- Option prices under Bayesian learning: implied volatility dynamics and predictive densities (Q1853221) (← links)
- A master equation approach to option pricing (Q1855544) (← links)
- The surprise element: Jumps in interest rates. (Q1858907) (← links)
- Markov chain Monte Carlo methods for stochastic volatility models. (Q1867723) (← links)
- On Cramér-like asymptotics for risk processes with stochastic return on investments (Q1872363) (← links)
- Inference on some parametric functions in the univariate lognormal diffusion process with exogenous factors (Q1872843) (← links)
- A penalty method for American options with jump diffusion processes (Q1889909) (← links)
- Quasi-explicit formulas for American options in a jump-diffusion model (Q1897669) (← links)
- An integro-differential parabolic variational inequality connected with the problem of the American option pricing (Q1909630) (← links)
- Statistical mechanics of nonlinear nonequilibrium financial markets: Applications to optimized trading (Q1921091) (← links)
- A spectral estimation of tempered stable stochastic volatility models and option pricing (Q1927145) (← links)
- Integrating delta: an intuitive single-integral approach to pricing European options on diverse stochastic processes (Q1929374) (← links)
- A new spectral element method for pricing European options under the Black-Scholes and Merton jump diffusion models (Q1930421) (← links)
