Pages that link to "Item:Q5018007"

The following pages link to Pricing vulnerable European options under a two-sided jump model via Laplace transforms (Q5018007):

Displaying 7 items.

• Pricing vulnerable path-dependent options using integral transforms (Q344273) (← links)
• The pricing of vulnerable options with double Mellin transforms (Q465177) (← links)
• Pricing vulnerable European options under Lévy process with stochastic volatility (Q1727064) (← links)
• Pricing vulnerable options under a jump-diffusion model with fast mean-reverting stochastic volatility (Q2673416) (← links)
• (Q4901542) (← links)
• Pricing vulnerable options with correlated jump-diffusion processes depending on various states of the economy (Q5001195) (← links)
• VALUATION OF VULNERABLE OPTIONS UNDER THE DOUBLE EXPONENTIAL JUMP MODEL WITH STOCHASTIC VOLATILITY (Q5056604) (← links)