The following pages link to (Q4461443):
Displaying 10 items.
- A self-exciting threshold jump-diffusion model for option valuation (Q343990) (← links)
- Exchange option in a two-state Poisson CAPM (Q395917) (← links)
- Option valuation by a self-exciting threshold binomial model (Q462735) (← links)
- Pricing of spread and exchange options in a rough jump-diffusion market (Q2088861) (← links)
- Valuing options in shot noise market (Q2149143) (← links)
- Exchange Options Under Jump-Diffusion Dynamics (Q2889586) (← links)
- (Q4542928) (← links)
- PRICING FORMULA FOR EXCHANGE OPTION BASED ON STOCHASTIC DELAY DIFFERENTIAL EQUATION WITH JUMPS (Q5051185) (← links)
- (Q5115317) (← links)
- Exchange option pricing in jump-diffusion models based on esscher transform (Q5154104) (← links)