Pages that link to "Item:Q1722394"
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The following pages link to Pricing of American put option under a jump diffusion process with stochastic volatility in an incomplete market (Q1722394):
Displaying 3 items.
- Option pricing under risk-minimization criterion in an incomplete market with the finite difference method (Q460210) (← links)
- Study on option pricing in an incomplete market with stochastic volatility based on risk premium analysis (Q596915) (← links)
- Optimal investment-consumption and life insurance with capital constraints (Q5085601) (← links)