Pages that link to "Item:Q5154104"
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The following pages link to Exchange option pricing in jump-diffusion models based on esscher transform (Q5154104):
Displaying 8 items.
- Exchange option in a two-state Poisson CAPM (Q395917) (← links)
- Option pricing and Esscher transform under regime switching (Q665552) (← links)
- On option pricing under a completely random measure via a generalized Esscher transform (Q938038) (← links)
- Pricing vulnerable power exchange options in an intensity based framework (Q2423595) (← links)
- Numerical pricing of exchange option with stock liquidity under Bayesian statistical method (Q5081059) (← links)
- Quanto option pricing with a jump diffusion process (Q5082959) (← links)
- Pricing of extension of European exchange options under Esscher transforms (Q5260202) (← links)
- (Q5716693) (← links)