Pages that link to "Item:Q2703110"
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The following pages link to A simple model for option pricing with jumping stochastic volatility (Q2703110):
Displaying 11 items.
- A new exact solution for pricing European options in a two-state regime-switching economy (Q356242) (← links)
- Option pricing for a logstable asset price model (Q1596871) (← links)
- Analytic formulas for futures and options for a linear quadratic jump diffusion model with seasonal stochastic volatility and convenience yield: do fish jump? (Q2240016) (← links)
- Pricing options under stochastic volatility jump model: a stable adaptive scheme (Q2273036) (← links)
- Building a consistent pricing model from observed option prices (Q2725581) (← links)
- Perpetual American vanilla option pricing under single regime change risk: an exhaustive study (Q3301076) (← links)
- Correlations in DNA sequences (Q3438311) (← links)
- Use of Mutual Information Function and Power Spectra for Analyzing the Structure of Some Prokaryotic Genomes (Q3511921) (← links)
- A slightly depressing jump model: intraday volatility pattern simulation (Q4554418) (← links)
- Volatility and dividend risk in perpetual American options (Q5239351) (← links)
- Option pricing with stochastic volatility models. (Q5944941) (← links)