The following pages link to (Q3078233):
Displaying 4 items.
- Calculations of greeks for jump diffusion processes (Q493354) (← links)
- On the distribution of the Hilbert transform of the local time of a symmetric Lévy process (Q1201184) (← links)
- Stochastic Volatility and Dependency in Energy Markets: Multi-Factor Modelling (Q2847836) (← links)
- Representations for conditional expectations and applications to pricing and hedging of financial products in Lévy and jump-diffusion setting (Q5742555) (← links)