Pages that link to "Item:Q2097472"
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The following pages link to Pricing path-dependent options under the Hawkes jump diffusion process (Q2097472):
Displaying 5 items.
- A recursive pricing formula for a path-dependent option under the constant elasticity of variance diffusion (Q466991) (← links)
- Pricing and Hedging Path-Dependent Options Under the CEV Process (Q3114712) (← links)
- PRICING PATH-DEPENDENT OPTIONS ON STATE DEPENDENT VOLATILITY MODELS WITH A BESSEL BRIDGE (Q3444863) (← links)
- Pricing path-dependent options in a Black-Scholes market from the distribution of homogeneous Brownian functionals (Q4819432) (← links)
- (Q4979950) (← links)