Pages that link to "Item:Q1753762"
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The following pages link to Asymptotic analysis of European and American options with jumps in the underlying (Q1753762):
Displaying 3 items.
- Small-time expansions for state-dependent local jump-diffusion models with infinite jump activity (Q1630666) (← links)
- Asymptotic analysis of options in a jump-diffusion model with binomial jump size distribution (Q1950176) (← links)
- MSM estimators of European options on assets with jumps (Q2757312) (← links)