Pages that link to "Item:Q482441"
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The following pages link to Fast Fourier transform option pricing with stochastic interest rate, stochastic volatility and double jumps (Q482441):
Displaying 18 items.
- A fast numerical approach to option pricing with stochastic interest rate, stochastic volatility and double jumps (Q375647) (← links)
- The evaluation of European compound option prices under stochastic volatility using Fourier transform techniques (Q744404) (← links)
- A dimension reduction Shannon-wavelet based method for option pricing (Q1635866) (← links)
- Tensor transform-based quaternion Fourier transform algorithm (Q1749968) (← links)
- Fast Fourier transform based power option pricing with stochastic interest rate, volatility, and jump intensity (Q1791368) (← links)
- A fast Fourier transform technique for pricing European options with stochastic volatility and jump risk (Q1955160) (← links)
- Pricing foreign equity option under stochastic volatility tempered stable Lévy processes (Q2147863) (← links)
- Option pricing using the fast Fourier transform under the double exponential jump model with stochastic volatility and stochastic intensity (Q2252400) (← links)
- Pricing of options in the singular perturbed stochastic volatility model (Q2400320) (← links)
- Pricing European options in a double exponential jump-diffusion model with two market structure risks and their comparison (Q2466454) (← links)
- Pricing stock options in a jump-diffusion model with stochastic volatility and interest rates: Applications of Fourier inversion methods (Q2707188) (← links)
- Efficient Option Pricing by Frame Duality with the Fast Fourier Transform (Q2941478) (← links)
- 混合指数跳扩散模型下基于 FST 方法的期权定价 (Q3307531) (← links)
- Option valuation, time-changed processes and the fast Fourier transform (Q3498557) (← links)
- (Q4659617) (← links)
- (Q4995948) (← links)
- PRICING HOLDER-EXTENDABLE CALL OPTIONS WITH MEAN-REVERTING STOCHASTIC VOLATILITY (Q5112593) (← links)
- Pricing discrete barrier options under the jump-diffusion model with stochastic volatility and stochastic intensity (Q6564802) (← links)
