Pages that link to "Item:Q4584999"
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The following pages link to Pricing and Hedging of Lookback Options in Hyper-exponential Jump Diffusion Models (Q4584999):
Displaying 7 items.
- Lookback option pricing problem of uncertain exponential Ornstein-Uhlenbeck model (Q1800326) (← links)
- Geometric step options and Lévy models: duality, pides, and semi-analytical pricing (Q2170289) (← links)
- Pricing dynamic guaranteed funds under the hyper-exponential jump-diffusion model (Q2824453) (← links)
- (Q4263961) (← links)
- Parisian options with jumps: a maturity–excursion randomization approach (Q4619530) (← links)
- (Q4839506) (← links)
- Intra‐Horizon expected shortfall and risk structure in models with jumps (Q6054364) (← links)