Pages that link to "Item:Q5962132"
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The following pages link to A forward started jump-diffusion model and pricing of cliquet style exotics (Q5962132):
Displaying 3 items.
- Cliquet option pricing in a jump-diffusion Lévy model (Q2414852) (← links)
- Pricing Cliquet Options in Jump-Diffusion Models (Q5711157) (← links)
- Forward starting options pricing under a regime-switching jump-diffusion model with Wishart stochastic volatility and stochastic interest rate (Q6550279) (← links)