Narrow search
Showing 1 - 4 of 4
Cover Image
Currency derivatives pricing for Markov-modulated Merton jump-diffusion spot forex rate
Sviščuk, Anatolij; Tertychnyi, Maksym; Hoang, Winsor - In: Journal of mathematical finance 4 (2014) 4, pp. 265-278
Persistent link: https://www.econbiz.de/10011312416
Cover Image
Pricing options in jump diffusion models using Mellin transforms
Frontczak, Robert - In: Journal of mathematical finance 3 (2013) 3, pp. 366-373
Persistent link: https://www.econbiz.de/10010239539
Cover Image
Weather derivatives with applications to Canadian data
Sviščuk, Anatolij; Cui, Kaijie - In: Journal of mathematical finance 3 (2013) 1, pp. 81-95
Persistent link: https://www.econbiz.de/10010240221
Cover Image
Mathematical analysis of financial model on market price with stochastic volatility
Mondal, Mitun Kumar; Alim, Md. Abdul; Rahman, Md. Faizur; … - In: Journal of mathematical finance 7 (2017) 2, pp. 351-365
Persistent link: https://www.econbiz.de/10011673935