Pages that link to "Item:Q5452379"

The following pages link to Option pricing when underlying stock returns are discontinuous (Q5452379):

Displaying 50 items.

• Radial basis functions with application to finance: American put option under jump diffusion (Q1931063) (← links)
• An efficient algorithm for Bermudan barrier option pricing (Q1931135) (← links)
• Valuation of equity-indexed annuities with regime-switching jump diffusion risk and stochastic mortality risk (Q1934414) (← links)
• Analytical pricing of American options (Q1937837) (← links)
• Double discretization difference schemes for partial integrodifferential option pricing jump diffusion models (Q1938114) (← links)
• Hedging for the long run (Q1938979) (← links)
• Parameter estimation and model testing for Markov processes via conditional characteristic functions (Q1940757) (← links)
• Computing the survival probability density function in jump-diffusion models: a new approach based on radial basis functions (Q1944574) (← links)
• A finite difference scheme for pricing American put options under Kou's jump-diffusion model (Q1951078) (← links)
• Mixing Monte-Carlo and partial differential equations for pricing options (Q1951209) (← links)
• A fast Fourier transform technique for pricing European options with stochastic volatility and jump risk (Q1955160) (← links)
• Implications of parameter uncertainty on option prices (Q1958422) (← links)
• Portfolio selection with jumps under regime switching (Q1958452) (← links)
• The random-time binomial model (Q1960552) (← links)
• Post-'87 crash fears in the S\&P 500 futures option market (Q1969818) (← links)
• Pricing and hedging long-term options (Q1969824) (← links)
• Effect of institutional deleveraging on option valuation problems (Q1983756) (← links)
• Transitory mortality jump modeling with renewal process and its impact on pricing of catastrophic bonds (Q1987428) (← links)
• A front-fixing finite element method for pricing American options under regime-switching jump-diffusion models (Q1993643) (← links)
• Option pricing with discrete time jump processes (Q1994170) (← links)
• Valuation of stock loans with jump risk (Q1994400) (← links)
• Solving complex PIDE systems for pricing American option under multi-state regime switching jump-diffusion model (Q1999691) (← links)
• A switching self-exciting jump diffusion process for stock prices (Q2000696) (← links)
• Optimal investment problem under non-extensive statistical mechanics (Q2001307) (← links)
• Risky choices in strategic environments: an experimental investigation of a real options game (Q2001463) (← links)
• Recovery of local volatility for financial assets with mean-reverting price processes (Q2001544) (← links)
• Investment decisions with finite-lived collars (Q2002654) (← links)
• A profitable modification to global quadratic hedging (Q2002668) (← links)
• Numerical schemes for pricing Asian options under state-dependent regime-switching jump-diffusion models (Q2006622) (← links)
• Fast numerical simulation of a new time-space fractional option pricing model governing European call option (Q2007514) (← links)
• The waterline tree for separable local-volatility models (Q2013448) (← links)
• Solution of the fractional Black-Scholes option pricing model by finite difference method (Q2015204) (← links)
• Valuing equity-linked death benefits in jump diffusion models (Q2015627) (← links)
• Stochastic modeling and fair valuation of drawdown insurance (Q2015656) (← links)
• Positive solutions of European option pricing with CGMY process models using double discretization difference schemes (Q2015694) (← links)
• Probabilistic approach to free boundary problems and pricing of American options (Q2016260) (← links)
• Lewis model revisited: option pricing with Lévy processes (Q2021615) (← links)
• Efficient Asian option pricing under regime switching jump diffusions and stochastic volatility models (Q2022921) (← links)
• A new stochastic Fubini-type theorem. On interchanging expectations and Itō integrals (Q2023846) (← links)
• General multilevel Monte Carlo methods for pricing discretely monitored Asian options (Q2023956) (← links)
• Household lifetime strategies under a self-contagious market (Q2028777) (← links)
• A data-driven framework for consistent financial valuation and risk measurement (Q2028832) (← links)
• The surprising robustness of dynamic mean-variance portfolio optimization to model misspecification errors (Q2029065) (← links)
• Simplified stochastic calculus with applications in economics and finance (Q2030297) (← links)
• Option valuation under no-arbitrage constraints with neural networks (Q2030534) (← links)
• Structural pricing of CoCos and deposit insurance with regime switching and jumps (Q2036863) (← links)
• A financial market with singular drift and no arbitrage (Q2037760) (← links)
• Deep hedging of long-term financial derivatives (Q2038257) (← links)
• Lévy-Ito models in finance (Q2039766) (← links)
• Joint estimation for volatility and drift parameters of ergodic jump diffusion processes via contrast function (Q2040941) (← links)