Pages that link to "Item:Q613244"
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The following pages link to An efficient and accurate lattice for pricing derivatives under a jump-diffusion process (Q613244):
Displaying 4 items.
- Chapman-Kolmogorov lattice method for derivatives pricing (Q505800) (← links)
- A numerical algorithm for pricing electricity derivatives for jump-diffusion processes based on continuous time lattices (Q1926943) (← links)
- A numerical method to price discrete double Barrier options under a constant elasticity of variance model with jump diffusion (Q2804029) (← links)
- Asian Options, Jump-Diffusion Processes on a Lattice, and Vandermonde Matrices (Q3193137) (← links)