Pages that link to "Item:Q3020617"
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The following pages link to Pricing multivariate options under stochastic volatility lévy processes (Q3020617):
Displaying 11 items.
- Pricing and hedging European-style options in Lévy-based stochastic volatility models considering the leverage effect (Q252930) (← links)
- Multivariate European option pricing in a Markov-modulated Lévy framework (Q507979) (← links)
- Large-time option pricing using the Donsker-Varadhan LDP-correlated stochastic volatility with stochastic interest rates and jumps (Q511485) (← links)
- On the multiplicity of option prices under CEV with positive elasticity of variance (Q1621639) (← links)
- Smile from the past: a general option pricing framework with multiple volatility and leverage components (Q2347728) (← links)
- Dimension reduction for pricing options under multidimensional Lévy processes (Q2398582) (← links)
- Option pricing for a stochastic volatility Lévy model with stochastic interest rates (Q2511813) (← links)
- Stochastic Volatility: Option Pricing using a Multinomial Recombining Tree (Q3502207) (← links)
- Pricing participating policies under the Meixner process and stochastic volatility (Q4577195) (← links)
- Variational Analysis for Options with Stochastic Volatility and Multiple Factors (Q4579831) (← links)
- A Lévy process for the GNIG probability law with 2nd order stochastic volatility and applications to option pricing (Q5189716) (← links)
