Pages that link to "Item:Q2210266"
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The following pages link to Option pricing under two-factor stochastic volatility jump-diffusion model (Q2210266):
Displaying 8 items.
- (Q4920492) (← links)
- (Q5038729) (← links)
- (Q5115317) (← links)
- (Q5156170) (← links)
- Pricing of Parisian Options for a Jump-Diffusion Model with Two-Sided Jumps (Q5363115) (← links)
- Approximate option pricing under a two-factor Heston-Kou stochastic volatility model (Q6149566) (← links)
- Investigations to the optimal derivative-based investment and proportional reinsurance strategies (Q6536937) (← links)
- Forward starting options pricing under a regime-switching jump-diffusion model with Wishart stochastic volatility and stochastic interest rate (Q6550279) (← links)