Pages that link to "Item:Q4620219"
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The following pages link to Unifying pricing formula for several stochastic volatility models with jumps (Q4620219):
Displaying 9 items.
- Solution of option pricing equations using orthogonal polynomial expansion. (Q1984560) (← links)
- Calibration and simulation of Heston model (Q2364763) (← links)
- Exact pricing with stochastic volatility and jumps (Q2786345) (← links)
- DECOMPOSITION FORMULA FOR JUMP DIFFUSION MODELS (Q4645330) (← links)
- DECOMPOSITION FORMULA FOR ROUGH VOLTERRA STOCHASTIC VOLATILITY MODELS (Q4994441) (← links)
- Numerical aspects of integration in semi-closed option pricing formulas for stochastic volatility jump diffusion models (Q5030643) (← links)
- Isogeometric analysis in option pricing (Q5031706) (← links)
- Approximate option pricing under a two-factor Heston-Kou stochastic volatility model (Q6149566) (← links)
- Regulating stochastic clocks§ (Q6592292) (← links)