Pages that link to "Item:Q4598592"

The following pages link to Fourier-cosine method for pricing forward starting options with stochastic volatility and jumps (Q4598592):

Displaying 7 items.

• Model risk in the over-the-counter market (Q2076856) (← links)
• A Fourier-cosine method for pricing discretely monitored barrier options under stochastic volatility and double exponential jump (Q2209214) (← links)
• Highly efficient Shannon wavelet-based pricing of power options under the double exponential jump framework with stochastic jump intensity and volatility (Q2247115) (← links)
• Forward starting options pricing with double stochastic volatility, stochastic interest rates and double jumps (Q2359987) (← links)
• On the pricing of forward starting options in Heston's model on stochastic volatility (Q2488478) (← links)
• A forward started jump-diffusion model and pricing of cliquet style exotics (Q5962132) (← links)
• Forward starting options pricing under a regime-switching jump-diffusion model with Wishart stochastic volatility and stochastic interest rate (Q6550279) (← links)