Pages that link to "Item:Q2494607"
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The following pages link to Option pricing under threshold autoregressive models by threshold Esscher transform (Q2494607):
Displaying 8 items.
- A self-exciting threshold jump-diffusion model for option valuation (Q343990) (← links)
- Option valuation by a self-exciting threshold binomial model (Q462735) (← links)
- Pricing European vanilla options under a jump-to-default threshold diffusion model (Q724526) (← links)
- A note on the consistency of a robust estimator for threshold autoregressive processes (Q1009720) (← links)
- Parameter estimation for threshold Ornstein-Uhlenbeck processes from discrete observations (Q2141576) (← links)
- A real option approach to optimal inventory management of retail products (Q2358871) (← links)
- Option Pricing with Threshold Diffusion Processes (Q5379177) (← links)
- Optimal investment-consumption-insurance strategy in a continuous-time self-exciting threshold model (Q5866092) (← links)