Pages that link to "Item:Q5452379"

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

Displaying 50 items.

• The critical price for the American put in an exponential Lévy model (Q2271721) (← links)
• Pricing options under stochastic volatility jump model: a stable adaptive scheme (Q2273036) (← links)
• Valuation of contingent convertible catastrophe bonds -- the case for equity conversion (Q2273992) (← links)
• Estimating functions for jump-diffusions (Q2274300) (← links)
• Approximately reachable directions for piecewise linear switched systems (Q2274527) (← links)
• Optimal strategies for hedging portfolios of unit-linked life insurance contracts with minimum death guarantee (Q2276216) (← links)
• European rainbow option values under the two-asset Merton jump-diffusion model (Q2279888) (← links)
• DG method for pricing European options under Merton jump-diffusion model. (Q2280454) (← links)
• Obstacle problems for integro-differential operators: higher regularity of free boundaries (Q2281343) (← links)
• General lattice methods for arithmetic Asian options (Q2286910) (← links)
• Hilbert transform, spectral filters and option pricing (Q2288941) (← links)
• A stochastic control model for the average price of manufacturer sales on commodity exchanges (Q2290422) (← links)
• The numerical simulation of the tempered fractional Black-Scholes equation for European double barrier option (Q2290998) (← links)
• Asymptotic expansion for some local volatility models arising in finance (Q2292052) (← links)
• A realized volatility approach to option pricing with continuous and jump variance components (Q2292059) (← links)
• Tempered fractional diffusion equations for pricing multi-asset options under CGMYe process (Q2293569) (← links)
• Pricing vulnerable option under jump-diffusion model with incomplete information (Q2296524) (← links)
• Option pricing by probability distortion operator based on the quantile function (Q2298583) (← links)
• Nonparametric spot volatility from options (Q2299587) (← links)
• Bootstrap confidence bands for spectral estimation of Lévy densities under high-frequency observations (Q2301475) (← links)
• F for finance. From classical financial mathematics to portfolio theory and new financial products (Q2304768) (← links)
• Pricing compound and extendible options under mixed fractional Brownian motion with jumps (Q2306304) (← links)
• Pricing of general European options on discrete dividend-paying assets with jump-diffusion dynamics (Q2306987) (← links)
• European option pricing under stochastic volatility jump-diffusion models with transaction cost (Q2308485) (← links)
• Pricing zero-coupon catastrophe bonds using EVT with doubly stochastic Poisson arrivals (Q2314745) (← links)
• Pricing vulnerable options with correlated credit risk under jump-diffusion processes when corporate liabilities are random (Q2316297) (← links)
• Equilibrium asset and option pricing under jump-diffusion model with stochastic volatility (Q2319098) (← links)
• Barycentric spectral domain decomposition methods for valuing a class of infinite activity Lévy models (Q2319611) (← links)
• Regularity analyses and approximation of nonlocal variational equality and inequality problems (Q2320055) (← links)
• An alternative form to calibrate the correlated Stein-Stein option pricing model (Q2322457) (← links)
• Efficient and flexible model-based clustering of jumps in diffusion processes (Q2325322) (← links)
• Valuation of an option using non-parametric methods (Q2328782) (← links)
• Options in markets with unknown dynamics (Q2331247) (← links)
• Optimal demand in a mispriced asymmetric Carr-Geman-Madan-Yor (CGMY) economy (Q2334406) (← links)
• Dynamic portfolio strategies under a fully correlated jump-diffusion process (Q2334411) (← links)
• Comparison of jump-diffusion parameters using passage times estimation (Q2336891) (← links)
• Asset liability management for an ordinary insurance system with proportional reinsurance in a CIR stochastic interest rate and Heston stochastic volatility framework (Q2338463) (← links)
• Pricing and exercising American options: an asymptotic expansion approach (Q2338522) (← links)
• An application of nonparametric volatility estimators to option pricing (Q2343108) (← links)
• Testing for pure-jump processes for high-frequency data (Q2343966) (← links)
• Valuing equity-linked death benefits with a threshold expense strategy (Q2347060) (← links)
• Model-based pricing for financial derivatives (Q2347719) (← links)
• Smile from the past: a general option pricing framework with multiple volatility and leverage components (Q2347728) (← links)
• The valuation and information content of options on crude-oil futures contracts (Q2353846) (← links)
• Risk-minimizing pricing and Esscher transform in a general non-Markovian regime-switching jump-diffusion model (Q2356875) (← links)
• Forward starting options pricing with double stochastic volatility, stochastic interest rates and double jumps (Q2359987) (← links)
• A multi-level dimension reduction Monte-Carlo method for jump-diffusion models (Q2360709) (← links)
• Integro-differential systems with variable exponents of nonlinearity (Q2364782) (← links)
• Risk theory in a stochastic economic environment (Q2368172) (← links)
• Lévy processes driven by stochastic volatility (Q2372257) (← links)