Pages that link to "Item:Q2786345"

The following pages link to Exact pricing with stochastic volatility and jumps (Q2786345):

Displaying 11 items.

• Pricing FX options in the Heston/CIR jump-diffusion model with log-normal and log-uniform jump amplitudes (Q274846) (← links)
• Deformed exponentials and applications to finance (Q280540) (← links)
• Pricing variance swaps for stochastic volatilities with delay and jumps (Q538918) (← links)
• Generalized pricing formulas for stochastic volatility jump diffusion models applied to the exponential Vasicek model (Q614589) (← links)
• Option pricing under deformed Gaussian distributions (Q1619162) (← links)
• Monte Carlo acceleration method for pricing variance derivatives under stochastic volatility models with jump diffusion (Q2931944) (← links)
• Efficiently pricing continuously monitored barrier options under stochastic volatility model with jumps (Q3174919) (← links)
• Unifying pricing formula for several stochastic volatility models with jumps (Q4620219) (← links)
• Semi-analytical Pricing of Currency Options in the Heston/CIR Jump-Diffusion Hybrid Model (Q4682470) (← links)
• Stochastic volatility double-jump-diffusions model: the importance of distribution type of jump amplitude (Q4976303) (← links)
• Approximate Hedging with Constant Proportional Transaction Costs in Financial Markets with Jumps (Q5120710) (← links)