Pages that link to "Item:Q5082773"
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The following pages link to Pricing multi-asset American option under Heston-CIR diffusion model with jumps (Q5082773):
Displaying 6 items.
- Calibration of the double Heston model and an analytical formula in pricing American put option (Q2020499) (← links)
- The forward-path method for pricing multi-asset American-style options under general diffusion processes (Q2252387) (← links)
- American option pricing under the double Heston model based on asymptotic expansion (Q5234286) (← links)
- ON MULTI-ASSET SPREAD OPTION PRICING IN A WICK–ITÔ–SKOROHOD INTEGRAL FRAMEWORK (Q5370794) (← links)
- An ETD method for multi‐asset American option pricing under jump‐diffusion model (Q6143557) (← links)
- On pricing options under two stochastic volatility processes (Q6569311) (← links)