Pages that link to "Item:Q4682697"
From MaRDI portal
The following pages link to Pricing Occupation-Time Options in a Mixed-Exponential Jump-Diffusion Model (Q4682697):
Displaying 7 items.
- Explicit formula for the valuation of catastrophe put option with exponential jump and default risk (Q1676808) (← links)
- Occupation time of Lévy processes with jumps rational Laplace transforms (Q1990036) (← links)
- Pricing step options under the CEV and other solvable diffusion models (Q2853376) (← links)
- Parisian options with jumps: a maturity–excursion randomization approach (Q4619530) (← links)
- How long does the surplus stay close to its historical high? (Q5086633) (← links)
- Intra‐Horizon expected shortfall and risk structure in models with jumps (Q6054364) (← links)
- The bilateral Gamma motion: calibration and option pricing (Q6643155) (← links)