Results 291 to 300 of about 928,276 (315)
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On the discounted penalty at ruin in a jump-diffusion and the perpetual put option
Insurance: Mathematics and Economics, 1998Hans U Gerber
exaly
Option Pricing for a Jump-Diffusion Model with General Discrete Jump-Size Distributions
Management Science, 2017Michael C Fu
exaly
Pricing Options in Jump-Diffusion Models: An Extrapolation Approach
Operations Research, 2008Liming Feng, Vadim Linetsky
exaly
On first passage times of a hyper-exponential jump diffusion process
Operations Research Letters, 2009Ning Cai
exaly
Equivalent and absolutely continuous measure changes for jump-diffusion processes
Annals of Applied Probability, 2005Patrick Cheridito
exaly
An iterative method for pricing American options under jump-diffusion models
Applied Numerical Mathematics, 2011Jari Toivanen
exaly
An approximation of American option prices in a jump-diffusion model
Stochastic Processes and Their Applications, 1996Sabrina Mulinacci
exaly