Pages that link to "Item:Q2247115"
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The following pages link to Highly efficient Shannon wavelet-based pricing of power options under the double exponential jump framework with stochastic jump intensity and volatility (Q2247115):
Displaying 3 items.
- Two-dimensional Shannon wavelet inverse Fourier technique for pricing European options (Q2397063) (← links)
- Valuation of variable annuities under stochastic volatility and stochastic jump intensity (Q6169665) (← links)
- Convergence analysis of an IMEX scheme for an integro-differential equation with inexact boundary arising in option pricing with stochastic intensity jumps (Q6494191) (← links)