Pages that link to "Item:Q2889586"
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The following pages link to Exchange Options Under Jump-Diffusion Dynamics (Q2889586):
Displaying 23 items.
- Exchange option in a two-state Poisson CAPM (Q395917) (← links)
- Contingent claims on foreign assets following jump-diffusion processes (Q1418775) (← links)
- Margrabe's option to exchange in a Paretian-stable subordinated market. (Q1600539) (← links)
- European rainbow option values under the two-asset Merton jump-diffusion model (Q2279888) (← links)
- Exotic put options at the diffusion bond market (Q2391788) (← links)
- Closed-form pricing formula for exchange option with credit risk (Q2410409) (← links)
- Insurance guaranty premiums and exchange options (Q2690071) (← links)
- A probabilistic approach for valuing exchange option with default risk (Q3388383) (← links)
- (Q3656495) (← links)
- (Q4461443) (← links)
- (Q4542928) (← links)
- An Exact Formula for Pricing American Exchange Options with Regime Switching (Q4562482) (← links)
- Correction: Exchange Option under Jump-diffusion Dynamics (Q4682474) (← links)
- Perpetual Exchange Options under Jump-Diffusion Dynamics (Q4682489) (← links)
- Pricing exchange options with correlated jump diffusion processes (Q4957241) (← links)
- Numerical pricing of exchange option with stock liquidity under Bayesian statistical method (Q5081059) (← links)
- Representation of exchange option prices under stochastic volatility jump-diffusion dynamics (Q5121499) (← links)
- Exchange options under clustered jump dynamics (Q5139207) (← links)
- Exchange option pricing in jump-diffusion models based on esscher transform (Q5154104) (← links)
- Simplified approach to valuation of vulnerable exchange option under a reduced-form model (Q5164939) (← links)
- On fair designs of c<scp>ross‐chain</scp> exchange for cryptocurrencies via Monte Carlo simulation (Q6077334) (← links)
- Co-movements, option pricing and risk management: an application to WTI versus Brent spread options (Q6549622) (← links)
- Pricing exchange options under hybrid stochastic volatility and interest rate models (Q6653510) (← links)