Pages that link to "Item:Q4372009"
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The following pages link to Option Pricing For Jump Diffusions: Approximations and Their Interpretation (Q4372009):
Displaying 26 items.
- Diffusion approximations of the geometric Markov renewal processes and option price formulas (Q628848) (← links)
- Diffusion approximation in past dependent models and applications to option pricing (Q811003) (← links)
- Pricing American options for jump diffusions by iterating optimal stopping problems for diffusions (Q1044217) (← links)
- Completeness of securities market models -- an operator point of view (Q1305426) (← links)
- Approximating payoffs and pricing formulas (Q1583152) (← links)
- Stability for multidimensional jump-diffusion processes (Q1593618) (← links)
- An approximation of American option prices in a jump-diffusion model (Q1915843) (← links)
- Asymptotic analysis of options in a jump-diffusion model with binomial jump size distribution (Q1950176) (← links)
- Portfolio selection with jumps under regime switching (Q1958452) (← links)
- Assessing the impact of jumps in an option pricing model: a gradient estimation approach (Q2076852) (← links)
- Saddlepoint approximations for affine jump-diffusion models (Q2271604) (← links)
- An approximate formula for the first-crossing-time density of a Wiener process perturbed by random jumps (Q2389329) (← links)
- Long-term behavior of stochastic interest rate models with jumps and memory (Q2446007) (← links)
- Simulation of jump diffusions and the pricing of options (Q2518535) (← links)
- (Q3445364) (← links)
- (Q4221328) (← links)
- (Q4624345) (← links)
- Analysis of a jump-diffusion option pricing model with serially correlated jump sizes (Q4634810) (← links)
- DECOMPOSITION FORMULA FOR JUMP DIFFUSION MODELS (Q4645330) (← links)
- (Q5156170) (← links)
- Pricing of Parisian Options for a Jump-Diffusion Model with Two-Sided Jumps (Q5363115) (← links)
- A Control Variate Method for Monte Carlo Simulations of Heath–Jarrow–Morton Models with Jumps (Q5440089) (← links)
- APPROXIMATING GARCH‐JUMP MODELS, JUMP‐DIFFUSION PROCESSES, AND OPTION PRICING (Q5472775) (← links)
- Efficient Hedging and Pricing of Life Insurance Policies in a Jump-Diffusion Model (Q5707909) (← links)
- Pricing Cliquet Options in Jump-Diffusion Models (Q5711157) (← links)
- Pricing Perpetual Options for Jump Processes (Q5718304) (← links)