Pages that link to "Item:Q2926919"

The following pages link to The pricing of vulnerable options under jump-diffusion model (Q2926919):

Displaying 9 items.

• Pricing European vanilla options under a jump-to-default threshold diffusion model (Q724526) (← links)
• Pricing vulnerable options with variable default boundary under jump-diffusion processes (Q1716358) (← links)
• Pricing vulnerable options with market prices of common jump risks under regime-switching models (Q1727291) (← links)
• Pricing of vulnerable options under hybrid stochastic and local volatility (Q2137228) (← links)
• Analytical pricing of vulnerable options under a generalized jump-diffusion model (Q2260941) (← links)
• Pricing vulnerable options under a Markov-modulated jump-diffusion model with fire sales (Q2423287) (← links)
• Pricing and hedging catastrophe equity put options under a Markov-modulated jump diffusion model (Q2514669) (← links)
• Pricing vulnerable options under a jump-diffusion model with fast mean-reverting stochastic volatility (Q2673416) (← links)
• (Q4901542) (← links)