Pages that link to "Item:Q4957241"
From MaRDI portal
The following pages link to Pricing exchange options with correlated jump diffusion processes (Q4957241):
Displaying 11 items.
- Exotic put options at the diffusion bond market (Q2391788) (← links)
- Exchange Options Under Jump-Diffusion Dynamics (Q2889586) (← links)
- OPTION PRICING AND HEDGING WITH TEMPORAL CORRELATIONS (Q3022045) (← links)
- (Q4461443) (← links)
- Analysis of a jump-diffusion option pricing model with serially correlated jump sizes (Q4634810) (← links)
- A Bivariate Normal Inverse Gaussian Process with Stochastic Delay: Efficient Simulations and Applications to Energy Markets (Q5063388) (← links)
- Gamma-related Ornstein–Uhlenbeck processes and their simulation* (Q5065235) (← links)
- Pricing renewable identification numbers under uncertainty (Q5079363) (← links)
- Fast Pricing of Energy Derivatives with Mean-Reverting Jump-diffusion Processes (Q5164999) (← links)
- (Q5716693) (← links)
- Pricing exchange options under hybrid stochastic volatility and interest rate models (Q6653510) (← links)