Pages that link to "Item:Q1955160"
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The following pages link to A fast Fourier transform technique for pricing European options with stochastic volatility and jump risk (Q1955160):
Displaying 15 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)
- Recombined multinomial tree based on saddle-point approximation and its application to Lévy models options pricing (Q1624661) (← links)
- Calculation of credit valuation adjustment based on least square Monte Carlo methods (Q1667063) (← links)
- Valuation of correlation options under a stochastic interest rate model with regime switching (Q1690474) (← links)
- Pricing extendible options using the fast Fourier transform (Q1719223) (← links)
- Accuracy, robustness, and efficiency of the linear boundary condition for the Black-Scholes equations (Q1723304) (← links)
- Tensor transform-based quaternion Fourier transform algorithm (Q1749968) (← links)
- Fast Fourier transform based power option pricing with stochastic interest rate, volatility, and jump intensity (Q1791368) (← links)
- Efficient simulation for pricing barrier options with two-factor stochastic volatility and stochastic interest rate (Q1992683) (← links)
- Option pricing under two-factor stochastic volatility jump-diffusion model (Q2210266) (← links)
- Option pricing using the fast Fourier transform under the double exponential jump model with stochastic volatility and stochastic intensity (Q2252400) (← links)
- Pricing European options in a double exponential jump-diffusion model with two market structure risks and their comparison (Q2466454) (← links)
- (Q4659617) (← links)
- PRICING HOLDER-EXTENDABLE CALL OPTIONS WITH MEAN-REVERTING STOCHASTIC VOLATILITY (Q5112593) (← links)
