Pages that link to "Item:Q3168858"
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The following pages link to BOUNDS ON OPTION PRICES IN POINT PROCESS DIFFUSION MODELS (Q3168858):
Displaying 10 items.
- Model-independent bounds for option prices -- a mass transport approach (Q354188) (← links)
- Wasserstein distance estimates for stochastic integrals by forward-backward stochastic calculus (Q2072146) (← links)
- Convex concentration for some additive functionals of jump stochastic differential equations (Q2391994) (← links)
- A note on convex ordering for stable stochastic integrals (Q2803999) (← links)
- (Q3076275) (← links)
- (Q4378663) (← links)
- Magic Points in Finance: Empirical Integration for Parametric Option Pricing (Q4607050) (← links)
- Early exercise boundary and option prices in Lévy driven models (Q4610262) (← links)
- Fast estimation of true bounds on Bermudan option prices under jump-diffusion processes (Q4619493) (← links)
- Limit theorems for prices of options written on semi-Markov processes (Q5018754) (← links)