Pages that link to "Item:Q5739799"
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The following pages link to Option Pricing in Some Non-Lévy Jump Models (Q5739799):
Displaying 21 items.
- A general framework for time-changed Markov processes and applications (Q1622827) (← links)
- Pure jump models for pricing and hedging VIX derivatives (Q1655664) (← links)
- Efficient simulation of generalized SABR and stochastic local volatility models based on Markov chain approximations (Q2029925) (← links)
- Hybrid equity swap, cap, and floor pricing under stochastic interest by Markov chain approximation (Q2098074) (← links)
- Nonparametric jump variation measures from options (Q2171999) (← links)
- Cliquet option pricing in a jump-diffusion Lévy model (Q2414852) (← links)
- Parametric inference for discretely observed subordinate diffusions (Q2417988) (← links)
- Optimal hitting time and perpetual option in a non-Lévy model: application to real options (Q3590749) (← links)
- (Q3655790) (← links)
- A General Valuation Framework for SABR and Stochastic Local Volatility Models (Q4579833) (← links)
- Early exercise boundary and option prices in Lévy driven models (Q4610262) (← links)
- A theory of non‐Gaussian option pricing (Q4646812) (← links)
- Approximate Pricing of Call Options on the Quadratic Variation in Lévy Models (Q4976502) (← links)
- Markov chain approximation of one-dimensional sticky diffusions (Q5022266) (← links)
- Analysis of Markov Chain Approximation for Option Pricing and Hedging: Grid Design and Convergence Behavior (Q5126611) (← links)
- Equivalent measure changes for subordinate diffusions (Q5243380) (← links)
- Analysis of Markov Chain Approximation for Diffusion Models with Nonsmooth Coefficients (Q5868800) (← links)
- Closed-form option pricing for exponential Lévy models: a residue approach (Q6158398) (← links)
- Time-squeezing and time-expanding transformations in harmonic force fields (Q6556949) (← links)
- Speed and duration of drawdown under general Markov models (Q6576880) (← links)
- Spike and hike modeling for interest rate derivatives: with an application to SOFR caplets (Q6657681) (← links)
