Pages that link to "Item:Q2306987"

The following pages link to Pricing of general European options on discrete dividend-paying assets with jump-diffusion dynamics (Q2306987):

Displaying 8 items.

• European option pricing model with generalized Ornstein-Uhlenbeck process under stochastic earning yield and stochastic dividend yield (Q2114280) (← links)
• A combined compact difference scheme for option pricing in the exponential jump-diffusion models (Q2142005) (← links)
• Jumping hedges on the strength of the Mellin transform (Q2143532) (← links)
• (Q3517842) (← links)
• An accurate approximation formula for pricing European options with discrete dividend payments (Q5234097) (← links)
• Stochastic Expansion for the Pricing of Call Options with Discrete Dividends (Q5363200) (← links)
• On a strongly continuous semigroup for a Black-Scholes integro-differential operator: European options under jump-diffusion dynamics (Q6042678) (← links)
• Option pricing under time interval driven model (Q6171877) (← links)