Pages that link to "Item:Q1791368"

The following pages link to Fast Fourier transform based power option pricing with stochastic interest rate, volatility, and jump intensity (Q1791368):

Displaying 8 items.

• A fast numerical approach to option pricing with stochastic interest rate, stochastic volatility and double jumps (Q375647) (← links)
• Fast Fourier transform option pricing with stochastic interest rate, stochastic volatility and double jumps (Q482441) (← links)
• Pricing extendible options using the fast Fourier transform (Q1719223) (← links)
• Highly efficient Shannon wavelet-based pricing of power options under the double exponential jump framework with stochastic jump intensity and volatility (Q2247115) (← links)
• Option pricing using the fast Fourier transform under the double exponential jump model with stochastic volatility and stochastic intensity (Q2252400) (← links)
• PRICING HOLDER-EXTENDABLE CALL OPTIONS WITH MEAN-REVERTING STOCHASTIC VOLATILITY (Q5112593) (← links)
• Option pricing under double stochastic volatility model with stochastic interest rates and double exponential jumps with stochastic intensity (Q6534650) (← links)
• Pricing discrete barrier options under the jump-diffusion model with stochastic volatility and stochastic intensity (Q6564802) (← links)