The following pages link to (Q4920492):
Displaying 11 items.
- Option pricing and hedging in incomplete market driven by normal tempered stable process with stochastic volatility (Q465438) (← links)
- FFT based option pricing under a mean reverting process with stochastic volatility and jumps (Q534218) (← links)
- Option pricing with mean reversion and stochastic volatility (Q1011280) (← links)
- Option pricing under jump-diffusion models with mean-reverting bivariate jumps (Q1667167) (← links)
- Pricing options under stochastic volatility jump model: a stable adaptive scheme (Q2273036) (← links)
- Pricing vulnerable options under a jump-diffusion model with fast mean-reverting stochastic volatility (Q2673416) (← links)
- OPTION PRICING UNDER STOCHASTIC VOLATILITY MODEL WITH JUMPS IN BOTH THE STOCK PRICE AND THE VARIANCE PROCESSES (Q2940221) (← links)
- (Q2983655) (← links)
- (Q3517842) (← links)
- Pricing participating policies under the Meixner process and stochastic volatility (Q4577195) (← links)
- PRICING HOLDER-EXTENDABLE CALL OPTIONS WITH MEAN-REVERTING STOCHASTIC VOLATILITY (Q5112593) (← links)
