Pages that link to "Item:Q1667167"
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The following pages link to Option pricing under jump-diffusion models with mean-reverting bivariate jumps (Q1667167):
Displaying 15 items.
- A Jump-Diffusion Model for Option Pricing (Q136006) (← links)
- A discontinuous mispricing model under asymmetric information (Q319248) (← links)
- FFT based option pricing under a mean reverting process with stochastic volatility and jumps (Q534218) (← links)
- Unit root testing in the presence of mean reverting jumps: evidence from US T-bond yields (Q1739895) (← links)
- A bivariate mutually-excited switching jump diffusion (BMESJD) for asset prices (Q2176372) (← links)
- Option pricing under the jump diffusion and multifactor stochastic processes (Q2631912) (← links)
- (Q2983655) (← links)
- (Q2984339) (← links)
- (Q3179994) (← links)
- (Q4612381) (← links)
- Analysis of a jump-diffusion option pricing model with serially correlated jump sizes (Q4634810) (← links)
- (Q4920492) (← links)
- Approximate Hedging with Constant Proportional Transaction Costs in Financial Markets with Jumps (Q5120710) (← links)
- (Q5156170) (← links)
- Pricing of Parisian Options for a Jump-Diffusion Model with Two-Sided Jumps (Q5363115) (← links)