Pages that link to "Item:Q437103"
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The following pages link to Option pricing and hedging under a stochastic volatility Lévy process model (Q437103):
Displaying 20 items.
- Pricing and hedging European-style options in Lévy-based stochastic volatility models considering the leverage effect (Q252930) (← links)
- Option pricing and hedging in incomplete market driven by normal tempered stable process with stochastic volatility (Q465438) (← links)
- Option pricing for stochastic volatility model with infinite activity Lévy jumps (Q1619524) (← links)
- Tempered stable structural model in pricing credit spread and credit default swap (Q1621638) (← links)
- Analytic techniques for option pricing under a hyperexponential Lévy model (Q1639540) (← links)
- Options pricing with time changed Lévy processes under imprecise information (Q1794512) (← links)
- Financial modelling applying multivariate Lévy processes: new insights into estimation and simulation (Q2163888) (← links)
- Quanto option pricing in the presence of fat tails and asymmetric dependence (Q2347727) (← links)
- Lévy processes driven by stochastic volatility (Q2372257) (← links)
- Feynman-Kac theorem in random environments and partial integro-differential equations (Q2408780) (← links)
- Option pricing and hedging for optimized Lévy driven stochastic volatility models (Q2410398) (← links)
- Option pricing for a stochastic volatility Lévy model with stochastic interest rates (Q2511813) (← links)
- Pricing and hedging of general rating-sensitive claims in a jump-diffusion market model in the presence of stochastic factors (Q2633877) (← links)
- Pricing of quanto option under the Hull and White stochastic volatility model (Q2851116) (← links)
- (Q3611491) (← links)
- Option pricing and hedging under a Markov switching Lévy process model (Q4623784) (← links)
- Option Pricing and Sensitivity Analysis in the Lévy Forward Process Model (Q4689913) (← links)
- Pricing vulnerable options with correlated jump-diffusion processes depending on various states of the economy (Q5001195) (← links)
- FACTOR COPULA MODEL FOR PORTFOLIO CREDIT RISK (Q5010074) (← links)
- A Lévy process for the GNIG probability law with 2nd order stochastic volatility and applications to option pricing (Q5189716) (← links)
