Pages that link to "Item:Q1897669"
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The following pages link to Quasi-explicit formulas for American options in a jump-diffusion model (Q1897669):
Displaying 5 items.
- On the valuation of constant barrier options under spectrally one-sided exponential Lévy models and Carr's approximation for American puts. (Q1766027) (← links)
- An approximation of American option prices in a jump-diffusion model (Q1915843) (← links)
- American and European options in multi-factor jump-diffusion models, near expiry (Q2271720) (← links)
- Analytical valuation of American options on jump-diffusion processes. (Q2707165) (← links)
- (Q4289128) (← links)