Pages that link to "Item:Q2893286"
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The following pages link to Computation of the Delta in Multidimensional Jump-Diffusion Setting with Applications to Stochastic Volatility Models (Q2893286):
Displaying 6 items.
- Calculations of greeks for jump diffusion processes (Q493354) (← links)
- Computation of the Delta of European options under stochastic volatility models (Q1616804) (← links)
- Stochastic systems with memory and jumps (Q1736185) (← links)
- Robustness of option prices and their deltas in markets modelled by jump-diffusions (Q2787474) (← links)
- Numerical computation of Theta in a jump-diffusion model by integration by parts (Q3182748) (← links)
- Computation of Delta Greek for Non-linear Models in Mathematical Finance (Q5274981) (← links)