Pages that link to "Item:Q5051916"
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The following pages link to EQUILIBRIUM VALUATION OF CURRENCY OPTIONS UNDER A DISCONTINUOUS MODEL WITH CO-JUMPS (Q5051916):
Displaying 5 items.
- Equilibrium valuation of currency options under a jump-diffusion model with stochastic volatility (Q484871) (← links)
- LOCALLY RISK-MINIMIZING HEDGING FOR EUROPEAN CONTINGENT CLAIMS WRITTEN ON NON-TRADABLE ASSETS WITH COMMON JUMP RISK (Q5051211) (← links)
- Equilibrium pricing of foreign exchange options under a discontinuous model with stochastic jump intensity (Q5079464) (← links)
- Pricing and hedging for correlation options with regime switching and common jump risk (Q6164724) (← links)
- Option pricing with exchange rate risk under regime-switching multi-scale jump-diffusion models (Q6541088) (← links)
