Pages that link to "Item:Q2466454"
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The following pages link to Pricing European options in a double exponential jump-diffusion model with two market structure risks and their comparison (Q2466454):
Displaying 4 items.
- Fast Fourier transform option pricing with stochastic interest rate, stochastic volatility and double jumps (Q482441) (← links)
- Explicit pricing formulas for European option with asset exposed to double defaults risk (Q1727278) (← links)
- Option pricing under two-factor stochastic volatility jump-diffusion model (Q2210266) (← links)
- Geometric Asian options pricing under the double Heston stochastic volatility model with stochastic interest rate (Q2325143) (← links)