Pages that link to "Item:Q6160626"
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The following pages link to A stochastic-local volatility model with Lévy jumps for pricing derivatives (Q6160626):
Displaying 3 items.
- Stability of an implicit method to evaluate option prices under local volatility with jumps (Q465116) (← links)
- Identification of the local speed function in a Lévy model for option pricing (Q935180) (← links)
- A GENERAL ORNSTEIN–UHLENBECK STOCHASTIC VOLATILITY MODEL WITH LÉVY JUMPS (Q2953304) (← links)