Pages that link to "Item:Q2707188"

The following pages link to Pricing stock options in a jump-diffusion model with stochastic volatility and interest rates: Applications of Fourier inversion methods (Q2707188):

Displaying 34 items.

• Monte Carlo acceleration method for pricing variance derivatives under stochastic volatility models with jump diffusion (Q2931944) (← links)
• A CLOSED-FORM EXACT SOLUTION FOR PRICING VARIANCE SWAPS WITH STOCHASTIC VOLATILITY (Q3084598) (← links)
• Pseudospectral methods for pricing options (Q3182746) (← links)
• TIME-CHANGED FAST MEAN-REVERTING STOCHASTIC VOLATILITY MODELS (Q3225033) (← links)
• A NUMERICAL ANALYSIS OF THE EXTENDED BLACK–SCHOLES MODEL (Q3379411) (← links)
• American Call Options Under Jump‐Diffusion Processes – A Fourier Transform Approach (Q3395729) (← links)
• The fair value of guaranteed annuity options (Q3440844) (← links)
• FOREIGN EXCHANGE OPTIONS UNDER STOCHASTIC VOLATILITY AND STOCHASTIC INTEREST RATES (Q3520339) (← links)
• VOLATILITY SMILE CONSISTENT OPTION MODELS: A SURVEY (Q3523580) (← links)
• THE EFFECT OF JUMPS AND DISCRETE SAMPLING ON VOLATILITY AND VARIANCE SWAPS (Q3621561) (← links)
• THE EVALUATION OF AMERICAN OPTION PRICES UNDER STOCHASTIC VOLATILITY AND JUMP-DIFFUSION DYNAMICS USING THE METHOD OF LINES (Q3637887) (← links)
• Bifactorial Pricing Models: Light and Shadows in Correlation Role (Q4561904) (← links)
• The stretch to stray on time: Resonant length of random walks in a transient (Q4575496) (← links)
• A dimension and variance reduction Monte-Carlo method for option pricing under jump-diffusion models (Q4610213) (← links)
• DECOMPOSITION FORMULA FOR JUMP DIFFUSION MODELS (Q4645330) (← links)
• (Q4659617) (← links)
• A practical approach to semideviation and its time scaling in a jump-diffusion process (Q4683098) (← links)
• Valuation of forward start options under affine jump-diffusion models (Q5001168) (← links)
• Application of power series approximation techniques to valuation of European style options (Q5014193) (← links)
• A compact difference scheme for time-fractional Black-Scholes equation with time-dependent parameters under the CEV model: American options (Q5025469) (← links)
• An efficient conditional Monte Carlo method for European option pricing with stochastic volatility and stochastic interest rate (Q5030552) (← links)
• THE NUMERICAL STRATEGY OF TEMPERED FRACTIONAL DERIVATIVE IN EUROPEAN DOUBLE BARRIER OPTION (Q5062435) (← links)
• The SINC way: a fast and accurate approach to Fourier pricing (Q5072903) (← links)
• Representation of exchange option prices under stochastic volatility jump-diffusion dynamics (Q5121499) (← links)
• An inverse finance problem for estimating volatility in American option pricing under jump-diffusion dynamics (Q5212568) (← links)
• AN ANALYTICAL APPROACH FOR VARIANCE SWAPS WITH AN ORNSTEIN–UHLENBECK PROCESS (Q5370813) (← links)
• IMPLIED VOLATILITY TREES AND PRICING PERFORMANCE: EVIDENCE FROM THE S&P 100 OPTIONS (Q5493852) (← links)
• Adaptive MCMC methods for inference on affine stochastic volatility models with jumps (Q5703228) (← links)
• The representation of American options prices under stochastic volatility and jump-diffusion dynamics (Q5746758) (← links)
• CORRELATION ESTIMATION IN HYBRID SYSTEMS (Q6095477) (← links)
• Parameter estimation for time-fractional Black-Scholes equation with S\&P 500 index option (Q6145561) (← links)
• Noncausal affine processes with applications to derivative pricing (Q6146675) (← links)
• Option pricing under double stochastic volatility model with stochastic interest rates and double exponential jumps with stochastic intensity (Q6534650) (← links)
• Forward starting options pricing under a regime-switching jump-diffusion model with Wishart stochastic volatility and stochastic interest rate (Q6550279) (← links)