Pages that link to "Item:Q4645330"
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The following pages link to DECOMPOSITION FORMULA FOR JUMP DIFFUSION MODELS (Q4645330):
Displaying 5 items.
- Removing the jump-Kato's decomposition (Q803896) (← links)
- A decomposition formula for option prices in the Heston model and applications to option pricing approximation (Q1761451) (← links)
- DECOMPOSITION FORMULA FOR ROUGH VOLTERRA STOCHASTIC VOLATILITY MODELS (Q4994441) (← links)
- APPROXIMATE OPTION PRICING FORMULA FOR BARNDORFF-NIELSEN AND SHEPHARD MODEL (Q5066302) (← links)
- Approximate option pricing under a two-factor Heston-Kou stochastic volatility model (Q6149566) (← links)