Pages that link to "Item:Q375257"
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The following pages link to Discrete-time bond and option pricing for jump-diffusion processes (Q375257):
Displaying 11 items.
- Exact solutions for bond and option prices with systematic jump risk (Q375236) (← links)
- Jump-diffusion processes: volatility smile fitting and numerical methods for option pricing (Q375333) (← links)
- A Markov regime-switching marked point process for short-rate analysis with credit risk (Q611051) (← links)
- An efficient and accurate lattice for pricing derivatives under a jump-diffusion process (Q613244) (← links)
- Pricing American put option on zero-coupon bond in a jump-extended CIR model (Q907607) (← links)
- A direct discrete-time approach to Poisson-Gaussian bond option pricing in the Heath-Jarrow-Morton model (Q1274470) (← links)
- Pricing options on securities with discontinuous returns (Q1313131) (← links)
- On the feasibility of arbitrage-based option pricing when stochastic bond price processes are involved (Q2640422) (← links)
- A regime-switching model with jumps and its application to bond pricing and insurance (Q2834907) (← links)
- Bond and option pricing for interest rate model with clustering effects (Q4554475) (← links)
- (Q5323918) (← links)
