Pages that link to "Item:Q5696846"
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The following pages link to SYMMETRIES IN JUMP-DIFFUSION MODELS WITH APPLICATIONS IN OPTION PRICING AND CREDIT RISK (Q5696846):
Displaying 7 items.
- Density symmetries for a class of 2-D diffusions with applications to finance (Q1713463) (← links)
- Weak convergence of tree methods to price options on defaultable assets (Q1770202) (← links)
- Symmetry-based solution of a model for a combination of a risky investment and a riskless investment (Q2371853) (← links)
- Pricing and hedging guaranteed returns on mix funds (Q2499837) (← links)
- Transition density for CIR process by Lie symmetries and application to ZCB pricing (Q2867720) (← links)
- On the structure of Gaussian pricing models and Gaussian Markov functional models (Q5433094) (← links)
- A Note on Pricing, Duality and Symmetry for Two-Dimensional Lévy Markets (Q5493548) (← links)