Pages that link to "Item:Q3605222"
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The following pages link to Pricing a class of exotic commodity options in a multi-factor jump-diffusion model (Q3605222):
Displaying 8 items.
- Additive subordination and its applications in finance (Q309162) (← links)
- A new technique to estimate the risk-neutral processes in jump-diffusion commodity futures models (Q313647) (← links)
- Exotic put options at the diffusion bond market (Q2391788) (← links)
- Swing options in commodity markets: a multidimensional Lévy diffusion model (Q2441571) (← links)
- Markov models for commodity futures: theory and practice (Q3063849) (← links)
- Pricing renewable identification numbers under uncertainty (Q5079363) (← links)
- Stationary covariance regime for affine stochastic covariance models in Hilbert spaces (Q6619589) (← links)
- Spike and hike modeling for interest rate derivatives: with an application to SOFR caplets (Q6657681) (← links)
