Pages that link to "Item:Q375647"
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The following pages link to A fast numerical approach to option pricing with stochastic interest rate, stochastic volatility and double jumps (Q375647):
Displaying 13 items.
- Fast Fourier transform option pricing with stochastic interest rate, stochastic volatility and double jumps (Q482441) (← links)
- Local weak form meshless techniques based on the radial point interpolation (RPI) method and local boundary integral equation (LBIE) method to evaluate European and American options (Q907677) (← links)
- Fast Fourier transform based power option pricing with stochastic interest rate, volatility, and jump intensity (Q1791368) (← links)
- Modeling asset price under two-factor Heston model with jumps (Q1792238) (← links)
- A fast Fourier transform technique for pricing European options with stochastic volatility and jump risk (Q1955160) (← links)
- Pricing options under simultaneous stochastic volatility and jumps: a simple closed-form formula without numerical/computational methods (Q2067122) (← links)
- Pricing foreign equity option under stochastic volatility tempered stable Lévy processes (Q2147863) (← links)
- Pricing of FX options in the MPT/CIR jump-diffusion model with approximative fractional stochastic volatility (Q2163921) (← links)
- Option pricing under two-factor stochastic volatility jump-diffusion model (Q2210266) (← links)
- Option pricing using the fast Fourier transform under the double exponential jump model with stochastic volatility and stochastic intensity (Q2252400) (← links)
- Forward starting options pricing with double stochastic volatility, stochastic interest rates and double jumps (Q2359987) (← links)
- Pricing stock options in a jump-diffusion model with stochastic volatility and interest rates: Applications of Fourier inversion methods (Q2707188) (← links)
- PRICING HOLDER-EXTENDABLE CALL OPTIONS WITH MEAN-REVERTING STOCHASTIC VOLATILITY (Q5112593) (← links)
