Pages that link to "Item:Q2359987"
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The following pages link to Forward starting options pricing with double stochastic volatility, stochastic interest rates and double jumps (Q2359987):
Displaying 12 items.
- Event-triggered sampling control for exponential synchronization of chaotic Lur'e systems with time-varying communication delays (Q1647531) (← links)
- State bounding estimation for a linear continuous-time singular system with time-varying delay (Q1739829) (← links)
- Expressions of forward starting option price in Hull-White stochastic volatility model (Q2145694) (← links)
- Improved synchronization criteria of Lur'e systems under sampled-data control (Q2274996) (← links)
- A short memory version of the Vasicek model and evaluating European options on zero-coupon bonds (Q2309261) (← links)
- Geometric Asian options pricing under the double Heston stochastic volatility model with stochastic interest rate (Q2325143) (← links)
- On the pricing of forward starting options in Heston's model on stochastic volatility (Q2488478) (← links)
- Fourier-cosine method for pricing forward starting options with stochastic volatility and jumps (Q4598592) (← links)
- FORWARD START OPTIONS UNDER STOCHASTIC VOLATILITY AND STOCHASTIC INTEREST RATES (Q5324401) (← links)
- A forward started jump-diffusion model and pricing of cliquet style exotics (Q5962132) (← links)
- Option valuation under double exponential jump with stochastic intensity, stochastic interest rates and Markov regime-switching stochastic volatility (Q6106177) (← links)
- Forward starting options pricing under a regime-switching jump-diffusion model with Wishart stochastic volatility and stochastic interest rate (Q6550279) (← links)
