Pages that link to "Item:Q4682489"
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The following pages link to Perpetual Exchange Options under Jump-Diffusion Dynamics (Q4682489):
Displaying 5 items.
- Exchange Options Under Jump-Diffusion Dynamics (Q2889586) (← links)
- Optimal hitting time and perpetual option in a non-Lévy model: application to real options (Q3590749) (← links)
- Insights on the Effect of Land Use Choice: The Perpetual Option on the Best of Two Underlying Assets (Q4229662) (← links)
- Representation of exchange option prices under stochastic volatility jump-diffusion dynamics (Q5121499) (← links)
- Pricing Perpetual Options for Jump Processes (Q5718304) (← links)