Pages that link to "Item:Q902968"
From MaRDI portal
The following pages link to FX options pricing in logarithmic mean-reversion jump-diffusion model with stochastic volatility (Q902968):
Displaying 5 items.
- Pricing FX options in the Heston/CIR jump-diffusion model with log-normal and log-uniform jump amplitudes (Q274846) (← links)
- (Q4501724) (← links)
- Target volatility option pricing in the lognormal fractional SABR model (Q5234360) (← links)
- Foreign exchange option pricing under the 4/2 stochastic volatility model with CIR interest rates. (Q6541106) (← links)
- Foreign exchange rate volatility smiles and smirks (Q6579568) (← links)