Pages that link to "Item:Q2164552"
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The following pages link to Pricing and hedging foreign equity options under Hawkes jump-diffusion processes (Q2164552):
Displaying 9 items.
- Pricing foreign equity option with stochastic volatility (Q1618699) (← links)
- Equilibrium valuation of currency options with stochastic volatility and systemic co-jumps (Q2097471) (← links)
- Closed-form pricing formula for foreign equity option with credit risk (Q2167080) (← links)
- CURRENCY-TRANSLATED FOREIGN EQUITY OPTIONS WITH PATH DEPENDENT FEATURES AND THEIR MULTI-ASSET EXTENSIONS (Q3523556) (← links)
- LOCALLY RISK-MINIMIZING HEDGING FOR EUROPEAN CONTINGENT CLAIMS WRITTEN ON NON-TRADABLE ASSETS WITH COMMON JUMP RISK (Q5051211) (← links)
- Equilibrium pricing of foreign exchange options under a discontinuous model with stochastic jump intensity (Q5079464) (← links)
- (Q5455634) (← links)
- Option valuation under double exponential jump with stochastic intensity, stochastic interest rates and Markov regime-switching stochastic volatility (Q6106177) (← links)
- Option pricing with exchange rate risk under regime-switching multi-scale jump-diffusion models (Q6541088) (← links)
