Pages that link to "Item:Q5948630"
From MaRDI portal
The following pages link to Time changes, Laplace transforms and path-dependent options (Q5948630):
Displaying 3 items.
- Asymptotic analysis of the mixed-exponential jump diffusion model and its financial applications (Q2098012) (← links)
- DOUBLE BARRIER OPTIONS IN REGIME-SWITCHING HYPER-EXPONENTIAL JUMP-DIFFUSION MODELS (Q3107929) (← links)
- First‐Order Autoregressive Processes with Heterogeneous Persistence (Q4828156) (← links)