Pages that link to "Item:Q484208"
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The following pages link to On the calibration of local jump-diffusion asset price models (Q484208):
Displaying 8 items.
- Calibration and hedging under jump diffusion (Q375525) (← links)
- A splitting strategy for the calibration of jump-diffusion models (Q784736) (← links)
- How should a local regime-switching model be calibrated? (Q1655569) (← links)
- A regularized algorithm for calibrating implied volatility of jump diffusion models (Q2859676) (← links)
- Ill-posedness and multi-parameter regularization in an identification problem for jump diffusion processes (Q3177037) (← links)
- Multiasset Derivatives and Joint Distributions of Asset Prices (Q4561945) (← links)
- How to make Dupire’s local volatility work with jumps (Q5245895) (← links)
- Stochastic transmission in epidemiological models (Q6198020) (← links)