Pages that link to "Item:Q2887198"
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The following pages link to Path-dependent option pricing under a two-sided jump-diffusion model (Q2887198):
Displaying 9 items.
- A recursive pricing formula for a path-dependent option under the constant elasticity of variance diffusion (Q466991) (← links)
- Pricing double-barrier options under a flexible jump diffusion model (Q833566) (← links)
- Pricing turbo warrants under mixed-exponential jump diffusion model (Q1619424) (← links)
- Asymptotic analysis of the mixed-exponential jump diffusion model and its financial applications (Q2098012) (← links)
- A new type of barrier options: lizard option (Q2398587) (← links)
- Pricing European options in a double exponential jump-diffusion model with two market structure risks and their comparison (Q2466454) (← links)
- PRICING PATH-DEPENDENT OPTIONS ON STATE DEPENDENT VOLATILITY MODELS WITH A BESSEL BRIDGE (Q3444863) (← links)
- (Q5156170) (← links)
- Pricing of Parisian Options for a Jump-Diffusion Model with Two-Sided Jumps (Q5363115) (← links)