The following pages link to (Q4659617):
Displaying 11 items.
- Generalized pricing formulas for stochastic volatility jump diffusion models applied to the exponential Vasicek model (Q614589) (← links)
- The evaluation of European compound option prices under stochastic volatility using Fourier transform techniques (Q744404) (← links)
- Applications of Fourier transform to smile modeling. Theory and implementation. (Q1022284) (← links)
- Modular pricing of options. An application of Fourier analysis (Q1582802) (← links)
- Computational aspects of pricing foreign exchange options with stochastic volatility and stochastic interest rates (Q2266898) (← links)
- Quantization meets Fourier: a new technology for pricing options (Q2288923) (← links)
- Pricing stock options in a jump-diffusion model with stochastic volatility and interest rates: Applications of Fourier inversion methods (Q2707188) (← links)
- Analysis of Fourier Transform Valuation Formulas and Applications (Q2786205) (← links)
- 混合指数跳扩散模型下基于 FST 方法的期权定价 (Q3307531) (← links)
- DECOMPOSITION FORMULA FOR JUMP DIFFUSION MODELS (Q4645330) (← links)
- A "COHERENT STATE TRANSFORM" APPROACH TO DERIVATIVE PRICING (Q5324398) (← links)