Pages that link to "Item:Q2631912"
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The following pages link to Option pricing under the jump diffusion and multifactor stochastic processes (Q2631912):
Displaying 16 items.
- Jump-diffusion processes: volatility smile fitting and numerical methods for option pricing (Q375333) (← links)
- On the solution of two-dimensional fractional Black-Scholes equation for European put option (Q2058204) (← links)
- Pricing options under simultaneous stochastic volatility and jumps: a simple closed-form formula without numerical/computational methods (Q2067122) (← links)
- Numerical solutions to optimal portfolio selection and consumption strategies under stochastic volatility (Q2205342) (← links)
- Optimal portfolio selection of mean-variance utility with stochastic interest rate (Q2220511) (← links)
- The correction of multiscale stochastic volatility to American put option: an asymptotic approximation and finite difference approach (Q2236410) (← links)
- Cliquet option pricing in a jump-diffusion Lévy model (Q2414852) (← links)
- Exchange Options Under Jump-Diffusion Dynamics (Q2889586) (← links)
- (Q3445364) (← links)
- Option Pricing For Jump Diffusions: Approximations and Their Interpretation (Q4372009) (← links)
- (Q4624345) (← links)
- Analysis of a jump-diffusion option pricing model with serially correlated jump sizes (Q4634810) (← links)
- (Q4920492) (← links)
- Pricing multi-asset American option under Heston-CIR diffusion model with jumps (Q5082773) (← links)
- (Q5156170) (← links)
- (Q5260209) (← links)