Pages that link to "Item:Q5030643"
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The following pages link to Numerical aspects of integration in semi-closed option pricing formulas for stochastic volatility jump diffusion models (Q5030643):
Displaying 5 items.
- Solution of option pricing equations using orthogonal polynomial expansion. (Q1984560) (← links)
- Computational analysis of the behavior of stochastic volatility models with financial applications (Q2141573) (← links)
- Calibration and simulation of Heston model (Q2364763) (← links)
- Numerical computation of Theta in a jump-diffusion model by integration by parts (Q3182748) (← links)
- Calibration of the temporally varying volatility and interest rate functions (Q5072033) (← links)