Pages that link to "Item:Q2885988"
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The following pages link to Multiple jump-diffusion models and vulnerable European option pricing (Q2885988):
Displaying 5 items.
- Multivariate European option pricing in a Markov-modulated Lévy framework (Q507979) (← links)
- American and European options in multi-factor jump-diffusion models, near expiry (Q2271720) (← links)
- MSM estimators of European options on assets with jumps (Q2757312) (← links)
- (Q4901542) (← links)
- Pricing vulnerable European options under a two-sided jump model via Laplace transforms (Q5018007) (← links)