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.
- Smart expansion and fast calibration for jump diffusions (Q964692) (← links)
- Pricing American options when asset prices jump (Q969504) (← links)
- Itô's stochastic calculus: its surprising power for applications (Q972809) (← links)
- Parametric and nonparametric models and methods in financial econometrics (Q975560) (← links)
- Esscher transform and the duality principle for multidimensional semimartingales (Q983888) (← links)
- A study of Greek letters of currency option under uncertainty environments (Q984220) (← links)
- Bond pricing under a Markovian regime-switching jump-augmented vasicek model via stochastic flows (Q984362) (← links)
- Option pricing model based on a Markov-modulated diffusion with jumps (Q985996) (← links)
- Wavelet solution of variable order pseudodifferential equations (Q987714) (← links)
- The semi-implicit Euler method for stochastic differential delay equation with jumps (Q990559) (← links)
- Option pricing, maturity randomization and distributed computing (Q991134) (← links)
- Pricing exotic options under regime switching (Q995503) (← links)
- Implicit-explicit numerical schemes for jump-diffusion processes (Q997571) (← links)
- Variance-optimal hedging for processes with stationary independent increments (Q997954) (← links)
- Exponential time integration for fast finite element solutions of some financial engineering problems (Q1002209) (← links)
- An ODE approach for the expected discounted penalty at ruin in jump-diffusion model (Q1003336) (← links)
- Analytical valuation of catastrophe equity options with negative exponential jumps (Q1003818) (← links)
- Subordination, self-similarity, and option pricing (Q1009413) (← links)
- On first passage times of a hyper-exponential jump diffusion process (Q1015316) (← links)
- Pricing perpetual American catastrophe put options: A penalty function approach (Q1017770) (← links)
- A jump-diffusion model for option pricing under fuzzy environments (Q1023093) (← links)
- Sequential calibration of options (Q1023619) (← links)
- Making the best of best-of (Q1025611) (← links)
- The rise and fall of catastrophe theory applications in economics: was the baby thrown out with the bathwater? (Q1027417) (← links)
- A latent process model for the pricing of corporate securities (Q1028533) (← links)
- Leverage, options liabilities, and corporate bond pricing (Q1029234) (← links)
- Optimal consumption choice with intolerance for declining standard of living (Q1030171) (← links)
- A computational scheme for uncertain volatility model in option pricing (Q1030664) (← links)
- Arbitrage-free option prices on global markets (Q1037009) (← links)
- Microstructural biases in empirical tests of option pricing models (Q1037574) (← links)
- Option pricing under the Merton model of the short rate (Q1037800) (← links)
- Selecting the best forecasting-implied volatility model using genetic programming (Q1040021) (← links)
- Pricing American options for jump diffusions by iterating optimal stopping problems for diffusions (Q1044217) (← links)
- Efficient funds for meager asset spaces (Q1093505) (← links)
- Contingent claims valuation when the security price is a combination of an Itō process and a random point process (Q1103505) (← links)
- Option pricing methods: an overview (Q1116873) (← links)
- Martingales and stochastic integrals in the theory of continuous trading (Q1162768) (← links)
- Capital accumulation in a stochastic decentralized economy (Q1169391) (← links)
- A direct discrete-time approach to Poisson-Gaussian bond option pricing in the Heath-Jarrow-Morton model (Q1274470) (← links)
- A class of options with stochastic lives and an extension of the Black-Scholes formula (Q1278205) (← links)
- The option value of advanced R\&D (Q1280119) (← links)
- Completeness of securities market models -- an operator point of view (Q1305426) (← links)
- Pricing options on securities with discontinuous returns (Q1313131) (← links)
- Stochastic multi-agent equilibria in economies with jump-diffusion uncertainty (Q1350670) (← links)
- On martingale measures when asset returns have unpredictable jumps (Q1363465) (← links)
- Heterogeneous information arrival and option pricing (Q1377317) (← links)
- Numerical analysis on binomial tree methods for a jump-diffusion model. (Q1398421) (← links)
- Spectral GMM estimation of continuous-time processes (Q1398981) (← links)
- On the functional estimation of jump-diffusion models. (Q1398983) (← links)
- Empirical option pricing: A retrospection (Q1398987) (← links)
