Pages that link to "Item:Q429535"
From MaRDI portal
The following pages link to Valuation of \(N\)-stage investments under jump-diffusion processes (Q429535):
Displaying 8 items.
- A geometric Lévy model for \(n\)-fold compound option pricing in a fuzzy framework (Q289315) (← links)
- The numeraire portfolio in financial markets modeled by a multi-dimensional jump diffusion process (Q1417729) (← links)
- European option based R\&D investment decision making under uncertainties (Q1664669) (← links)
- A simple method for generalized sequential compound options pricing (Q2406942) (← links)
- A pricing method for multi-stage causal compound options following a jump-diffusion process (Q2860638) (← links)
- Valuation of R&D Investment Opportunities Using the Least-Squares Monte Carlo Method (Q4561922) (← links)
- Asymptotic Investment Behaviors under a Jump-Diffusion Risk Process (Q5379206) (← links)
- <i>N</i>-Fold compound option pricing with technical risk under fractional jump-diffusion model (Q5882833) (← links)