Pages that link to "Item:Q5139207"
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The following pages link to Exchange options under clustered jump dynamics (Q5139207):
Displaying 6 items.
- Cliquet option pricing with Meixner processes (Q1641936) (← links)
- Pricing path-dependent options under the Hawkes jump diffusion process (Q2097472) (← links)
- Exchange Options Under Jump-Diffusion Dynamics (Q2889586) (← links)
- Pricing Cliquet Options in Jump-Diffusion Models (Q5711157) (← links)
- Modeling clusters in streamflow time series based on an affine process (Q6636251) (← links)
- Pricing exchange options under hybrid stochastic volatility and interest rate models (Q6653510) (← links)