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  • On the Laplace transforms of the first exit times in one-dimensional non-affine .rar

    本附件包括：
    • On the Laplace transforms of the first exit times in one-dimensional non-affine jump–diffusion models.pdf
  • 379.06 KB
  • 2020-4-10

  • Linetsky Papers.zip

    本附件包括：
    • Intensity-based Valuation of Residential Mortgages_ An Analytically Tractable Model.pdf
    • Lookback Options and Diffusion Hitting Times_ A Spectral Expansion Approach.pdf
    • On the Transition Densities for Reflected Diffusions.pdf
    • Pricing Equity Derivatives subject to Bankruptcy,.pdf
    • Pricing Options in Jump-Diffusion Models_ An Extrapolation Approach.pdf
    • Pricing Options on Scalar Diffusions_ An Eigenfunction Expansion Approach.pdf
    • Spectral Expansions for Asian (Average Price) Options.pdf
    • Step Options.pdf
    • Steps to the Barrier.pdf
    • Structuring, Pricing and Hedging Double Barrier Step Options.pdf
    • The Path Integral Approach to Financial Modeling and Options Pricing.pdf
    • The Spectral Decomposition of the Option Value.pdf
    • The Spectral Representation of Bessel Processes with Drift_ Applications in Queueing and Finance.pdf
    • The Valuation and Hedging of Barrier and Lookback Options under the CEV Process.pdf
    • The Valuation of Executive Stock Options in an Intensity-Based Framework.pdf
    • A Jump to Default Extended CEV Model_ An Application of Bessel Processes.pdf
    • Black's Model of Interest Rates as Options, Eigenfunction Expansions and Japanese Interest Rates.pdf
    • Exotic Spectra.pdf
  • 6.16 MB
  • 2014-9-13

  • 297104.pdf
       Kalman Filter Estimation of New Product Diffusion Models_JMR1997.pdf

  • 3.36 MB
  • 2009-2-25

  • 184505.rar
       [下载]发点期权定价跳跃过程的经典文章，希望版主给点钱买东西

    本附件包括：
    • A Jump-Diffusion Model for Option Pricing.pdf
    • A SIMPLE OPTION FORMULA FOR GENERAL JUMP-DIFFUSION AND OTHER EXPONENTIAL LéVY PROCESSES.pdf
    • http___www.jstor.org_cgi-A General Derivation of the Jump Process Option Pricing Formula.pdf
    • option pricing when underlying stock returns are discontinuous.pdf
    • the valuation of options for alternative stochastic processes.pdf
    • 基于跳跃过程的指数期权模型.pdf
    • Option Pricing - A Simplified Approach.doc
    • the pricing of options for jump processes.pdf
    • Amin（1993）-Jump Diffusion Option Valuation in Discrete Time.pdf
  • 4.84 MB
  • 2007-12-27
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