Pages that link to "Item:Q4526198"
From MaRDI portal
The following pages link to Valuation of Barrier Options in a Black–Scholes Setup with Jump Risk (Q4526198):
Displaying 4 items.
- Limit behavior of the prices of a barrier option in the Black-Scholes model with random drift and volatility (Q2849251) (← links)
- Exercisability Randomization of the American Option (Q3518307) (← links)
- Valuing catastrophe bonds by Monte Carlo simulations (Q4449554) (← links)
- Discrete-Time Quadratic Hedging of Barrier Options in Exponential Lévy Model (Q4976503) (← links)