Found: 3
Select item for more details and to access through your institution.
Commodity Asian option pricing and simulation in a 4-factor model with jump clusters.
- Published in:
- Annals of Operations Research, 2024, v. 336, n. 1/2, p. 275, doi. 10.1007/s10479-022-05152-x
- By:
- Publication type:
- Article
Unified Moment-Based Modeling of Integrated Stochastic Processes.
- Published in:
- Operations Research, 2024, v. 72, n. 4, p. 1630, doi. 10.1287/opre.2022.2422
- By:
- Publication type:
- Article
Asian options pricing in Hawkes-type jump-diffusion models.
- Published in:
- Annals of Finance, 2020, v. 16, n. 1, p. 101, doi. 10.1007/s10436-019-00352-1
- By:
- Publication type:
- Article