The following pages link to (Q3445364):
Displaying 13 items.
- Discrete-time bond and option pricing for jump-diffusion processes (Q375257) (← links)
- Large-time option pricing using the Donsker-Varadhan LDP-correlated stochastic volatility with stochastic interest rates and jumps (Q511485) (← links)
- A Poisson-Gaussian model to price European options on the extremum of several risky assets within the HJM framework (Q625671) (← links)
- Option pricing in mathematical financial market with jumps and related problems. (Q1862674) (← links)
- Pricing and hedging long-term options (Q1969824) (← links)
- Option pricing for a stochastic volatility Lévy model with stochastic interest rates (Q2511813) (← links)
- A stochastic diffusion model of option prices and general jump process (Q2756213) (← links)
- Pricing power options in a jump diffusion model (Q3109343) (← links)
- (Q3179994) (← links)
- Option Pricing For Jump Diffusions: Approximations and Their Interpretation (Q4372009) (← links)
- The Pricing of Options With an Uncertain Interest Rate: A Discrete‐Time Approach<sup>1</sup> (Q4372010) (← links)
- (Q4984280) (← links)
- (Q5038729) (← links)