Pages that link to "Item:Q2252400"

The following pages link to Option pricing using the fast Fourier transform under the double exponential jump model with stochastic volatility and stochastic intensity (Q2252400):

Displaying 33 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)
• FFT based option pricing under a mean reverting process with stochastic volatility and jumps (Q534218) (← links)
• The evaluation of European compound option prices under stochastic volatility using Fourier transform techniques (Q744404) (← links)
• Option pricing in a regime-switching model using the fast Fourier transform (Q937475) (← links)
• Option pricing for stochastic volatility model with infinite activity Lévy jumps (Q1619524) (← links)
• Pricing extendible options using the fast Fourier transform (Q1719223) (← links)
• Fast Fourier transform based power option pricing with stochastic interest rate, volatility, and jump intensity (Q1791368) (← links)
• A fast Fourier transform technique for pricing European options with stochastic volatility and jump risk (Q1955160) (← links)
• Modeling volatility dynamics using non-Gaussian stochastic volatility model based on band matrix routine (Q2000331) (← links)
• Volatility swaps valuation under stochastic volatility with jumps and stochastic intensity (Q2009351) (← links)
• Pricing foreign equity option under stochastic volatility tempered stable Lévy processes (Q2147863) (← links)
• Pricing of FX options in the MPT/CIR jump-diffusion model with approximative fractional stochastic volatility (Q2163921) (← links)
• Highly efficient Shannon wavelet-based pricing of power options under the double exponential jump framework with stochastic jump intensity and volatility (Q2247115) (← links)
• Efficient option pricing in crisis based on dynamic elasticity of variance model (Q2314728) (← links)
• Pricing of options in the singular perturbed stochastic volatility model (Q2400320) (← links)
• Option pricing and hedging for optimized Lévy driven stochastic volatility models (Q2410398) (← links)
• 混合指数跳扩散模型下基于 FST 方法的期权定价 (Q3307531) (← links)
• Option valuation, time-changed processes and the fast Fourier transform (Q3498557) (← links)
• (Q4659617) (← links)
• Stochastic volatility double-jump-diffusions model: the importance of distribution type of jump amplitude (Q4976303) (← links)
• (Q4995948) (← links)
• Application of power series approximation techniques to valuation of European style options (Q5014193) (← links)
• A closed-form pricing formula for catastrophe equity options (Q5051197) (← links)
• Fast Exponential Time Integration for Pricing Options in Stochastic Volatility Jump Diffusion Models (Q5417790) (← links)
• Computational Science and Its Applications – ICCSA 2004 (Q5901305) (← links)
• Option valuation under double exponential jump with stochastic intensity, stochastic interest rates and Markov regime-switching stochastic volatility (Q6106177) (← links)
• Randomization and the valuation of guaranteed minimum death benefits (Q6167872) (← 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)
• 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)
• High order ADI splitting scheme for stochastic volatility model with jump (Q6665171) (← links)