Pages that link to "Item:Q385653"
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The following pages link to A lattice model for option pricing under GARCH-jump processes (Q385653):
Displaying 7 items.
- A lattice method for option pricing with two underlying assets in the regime-switching model (Q2448349) (← links)
- DISTRIBUTION-BASED OPTION PRICING ON LATTICE ASSET DYNAMICS MODELS (Q3022067) (← links)
- Option Pricing with a Pentanomial Lattice Model that Incorporates Skewness and Kurtosis (Q3445888) (← links)
- A LATTICE-BASED MODEL FOR EVALUATING BONDS AND INTEREST-SENSITIVE CLAIMS UNDER STOCHASTIC VOLATILITY (Q4571700) (← links)
- Lattice-based hedging schemes under GARCH models (Q5014202) (← links)
- A lattice approach for option pricing under a regime-switching GARCH-jump model (Q5051199) (← links)
- APPROXIMATING GARCH‐JUMP MODELS, JUMP‐DIFFUSION PROCESSES, AND OPTION PRICING (Q5472775) (← links)