Pages that link to "Item:Q2279888"
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The following pages link to European rainbow option values under the two-asset Merton jump-diffusion model (Q2279888):
Displaying 6 items.
- An analytically tractable model for pricing multiasset options with correlated jump-diffusion equity processes and a two-factor stochastic yield curve (Q670282) (← links)
- Making the best of best-of (Q1025611) (← links)
- Operator splitting schemes for the two-asset Merton jump-diffusion model (Q2223797) (← links)
- American rainbow option pricing formulae in uncertain environment (Q6080549) (← links)
- Primal-Dual Active-Set Method for the Valuation Of American Exchange Options (Q6139023) (← links)
- An existence result for two-dimensional parabolic integro-differential equations involving CEV model (Q6491289) (← links)