Pages that link to "Item:Q1994170"
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The following pages link to Option pricing with discrete time jump processes (Q1994170):
Displaying 12 items.
- A lattice model for option pricing under GARCH-jump processes (Q385653) (← links)
- Option pricing for pure jump processes with Markov switching compensators (Q854276) (← links)
- Option pricing impact of alternative continuous-time dynamics (Q1584193) (← links)
- Discrete time option pricing with flexible volatility estimation (Q1584195) (← links)
- Extracting market information from equity options with exponential Lévy processes (Q1994305) (← links)
- Option valuation with IG-GARCH model and a U-shaped pricing kernel (Q2153632) (← links)
- Option pricing under a discrete-time Markov switching stochastic volatility with co-jump model (Q2170294) (← links)
- The contribution of intraday jumps to forecasting the density of returns (Q2181523) (← links)
- A realized volatility approach to option pricing with continuous and jump variance components (Q2292059) (← links)
- Pricing catastrophe options in discrete operational time (Q2518548) (← links)
- APPROXIMATING GARCH‐JUMP MODELS, JUMP‐DIFFUSION PROCESSES, AND OPTION PRICING (Q5472775) (← links)
- Telegraph Processes and Option Pricing (Q6484787) (← links)
