Pages that link to "Item:Q3566768"
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The following pages link to THE VALUATION OF RUSSIAN OPTIONS FOR DOUBLE EXPONENTIAL JUMP DIFFUSION PROCESSES (Q3566768):
Displaying 4 items.
- Optimal processing rate and buffer size of a jump-diffusion processing system (Q490164) (← links)
- Valuing finite-lived Russian options (Q2480974) (← links)
- An efficient numerical method for pricing a Russian option with a finite time horizon (Q5033385) (← links)
- On the conditional default probability in a regulated market with jump risk (Q5400666) (← links)