Pages that link to "Item:Q4682471"
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The following pages link to Pricing of Spread Options on a Bivariate Jump Market and Stability to Model Risk (Q4682471):
Displaying 4 items.
- An Exact Formula for Pricing American Exchange Options with Regime Switching (Q4562482) (← links)
- Cointegrated Commodity Markets and Pricing of Derivatives in a Non-Gaussian Framework (Q4976513) (← links)
- (Q5038729) (← links)
- ON MULTI-ASSET SPREAD OPTION PRICING IN A WICK–ITÔ–SKOROHOD INTEGRAL FRAMEWORK (Q5370794) (← links)