Pages that link to "Item:Q2756213"
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The following pages link to A stochastic diffusion model of option prices and general jump process (Q2756213):
Displaying 8 items.
- A self-exciting threshold jump-diffusion model for option valuation (Q343990) (← links)
- Diffusion approximations of the geometric Markov renewal processes and option price formulas (Q628848) (← links)
- Option pricing based on modified advection-dispersion equation: stochastic representation and applications (Q2183263) (← links)
- Analytic formulas for futures and options for a linear quadratic jump diffusion model with seasonal stochastic volatility and convenience yield: do fish jump? (Q2240016) (← links)
- (Q3445364) (← links)
- Analysis of a jump-diffusion option pricing model with serially correlated jump sizes (Q4634810) (← links)
- (Q4920492) (← links)
- (Q4925745) (← links)