Pages that link to "Item:Q2163921"
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The following pages link to Pricing of FX options in the MPT/CIR jump-diffusion model with approximative fractional stochastic volatility (Q2163921):
Displaying 3 items.
- Tempered fractional diffusion equations for pricing multi-asset options under CGMYe process (Q2293569) (← links)
- Valuation of European crude oil options with co-jump diffusions and stochastic interest rate (Q2698596) (← links)
- Strong solutions for jump-type stochastic differential equations with non-Lipschitz coefficients (Q5086493) (← links)