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60G51 Processes with independent increments (3 articles)

• Černá, Dana: Valuation of two-factor options under the Merton jump-diffusion model using orthogonal spline wavelets. (English). In: Chleboun, J., Kůs, P., Papež, J., Rozložník, M., Segeth, K. and Šístek, J. (eds.): Programs and Algorithms of Numerical Mathematics. Proceedings of Seminar. Jablonec nad Nisou, June 19-24, 2022. Institute of Mathematics CAS, Prague, 2023. pp. 47-56
• Černá, Dana: Wavelet method for option pricing under the two-asset Merton jump-diffusion model. (English). In: Chleboun, J., Kůs, P., Přikryl, P., Rozložník, M., Segeth, K. and Šístek, J. (eds.): Programs and Algorithms of Numerical Mathematics. Proceedings of Seminar. Hejnice, June 21-26, 2020. Institute of Mathematics CAS, Prague, 2021. pp. 30-39
• Wang, Anjiao; Ye, Zhongxing: The pricing of credit risky securities under stochastic interest rate model with default correlation. (English). Applications of Mathematics, vol. 58 (2013), issue 6, pp. 703-727