Pages that link to "Item:Q3381119"

The following pages link to Valuation on compound power options under double stochastic volatility jump diffusion model (Q3381119):

Displaying 5 items.

• The evaluation of European compound option prices under stochastic volatility using Fourier transform techniques (Q744404) (← links)
• A pricing method for multi-stage causal compound options following a jump-diffusion process (Q2860638) (← links)
• Pricing of power option with underlying assets following jumping diffusion process (Q2860664) (← links)
• <i>N</i>-Fold compound option pricing with technical risk under fractional jump-diffusion model (Q5882833) (← links)
• Pricing of power exchange option with jumps under the double risk of exchange and default (Q6534572) (← links)