Pages that link to "Item:Q4683115"
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The following pages link to Pricing and static hedging of European-style double barrier options under the jump to default extended CEV model (Q4683115):
Displaying 12 items.
- Pricing European vanilla options under a jump-to-default threshold diffusion model (Q724526) (← links)
- The early exercise boundary under the jump to default extended CEV model (Q781553) (← links)
- Universal recurrence algorithm for computing Nuttall, generalized Marcum and incomplete Toronto functions and moments of a noncentral \(\chi^{2}\) random variable (Q1681278) (← links)
- Explicit pricing formulas for European option with asset exposed to double defaults risk (Q1727278) (← links)
- Valuing American-style options under the CEV model: an integral representation based method (Q2180299) (← links)
- A note on options and bubbles under the CEV model: implications for pricing and hedging (Q2211013) (← links)
- Double-barrier option pricing equations under extended geometric Brownian motion with bankruptcy risk (Q2667616) (← links)
- Static replication of barrier-type options via integral equations (Q4991074) (← links)
- A recursive method for static replication of autocallable structured products (Q5234318) (← links)
- PRICING DOUBLE BARRIER OPTIONS ON HOMOGENEOUS DIFFUSIONS: A NEUMANN SERIES OF BESSEL FUNCTIONS REPRESENTATION (Q5242954) (← links)
- Pricing levered warrants under the CEV diffusion model (Q6549859) (← links)
- Finite maturity caps and floors on continuous flows under the constant elasticity of variance process (Q6586283) (← links)
