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Modern Stochastics: Theory and Applications


Cited by 2
Cliquet option pricing in a jump-diffusion Lévy model

Cliquet Option Pricing with Meixner Processes
Markus Hess
https://doi.org/10.2139/ssrn.3016326
Journal:  SSRN Electronic Journal (2017)
Pricing forward-start style exotic options under uncertain stock models with periodic dividends
Javed Hussain, Saba Shahid, Tareq Saeed
https://doi.org/10.3934/math.20241215
Journal:  AIMS Mathematics Volume 9, Issue 9 (2024), p. 24934


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