Pages that link to "Item:Q5711157"
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The following pages link to Pricing Cliquet Options in Jump-Diffusion Models (Q5711157):
Displaying 9 items.
- Pricing cliquet options by tree methods (Q545527) (← links)
- Cliquet option pricing with Meixner processes (Q1641936) (← links)
- Applications of the central limit theorem for pricing cliquet-style options (Q1689027) (← links)
- Cliquet option pricing in a jump-diffusion Lévy model (Q2414852) (← links)
- Pricing and hedging of cliquet options and locally capped contracts (Q2873132) (← links)
- Bond and option pricing for interest rate model with clustering effects (Q4554475) (← links)
- SIMPLE PROCESSES AND THE PRICING AND HEDGING OF CLIQUETS (Q4906520) (← links)
- A forward started jump-diffusion model and pricing of cliquet style exotics (Q5962132) (← links)
- Forward starting options pricing under a regime-switching jump-diffusion model with Wishart stochastic volatility and stochastic interest rate (Q6550279) (← links)