Pages that link to "Item:Q4595886"
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The following pages link to Pricing power options with a generalized jump diffusion (Q4595886):
Displaying 11 items.
- Existence, uniqueness, and almost sure exponential stability of solutions to nonlinear stochastic system with Markovian switching and Lévy noises (Q781737) (← links)
- Pricing power exchange options with Hawkes jump diffusion processes (Q2031319) (← links)
- Computation of powered option prices under a general model for underlying asset dynamics (Q2074891) (← links)
- Pricing of power option with underlying assets following jumping diffusion process (Q2860664) (← links)
- Pricing power options in a jump diffusion model (Q3109343) (← links)
- Valuation on compound power options under double stochastic volatility jump diffusion model (Q3381119) (← links)
- Optimal investment and reinsurance problem with jump-diffusion model (Q5079465) (← links)
- Option pricing under a Markov-modulated Merton jump-diffusion dividend (Q6107581) (← links)
- Least squares estimation for discretely observed Ornstein–Uhlenbeck process driven by small stable noises (Q6107603) (← links)
- Pricing and hedging for correlation options with regime switching and common jump risk (Q6164724) (← links)
- Pricing of power exchange option with jumps under the double risk of exchange and default (Q6534572) (← links)