Pages that link to "Item:Q2507948"

The following pages link to A volatility-varying and jump-diffusion Merton type model of interest rate risk (Q2507948):

Displaying 7 items.

• Estimation of the instantaneous volatility (Q411549) (← links)
• Fast Fourier transform option pricing with stochastic interest rate, stochastic volatility and double jumps (Q482441) (← links)
• A model of discontinuous interest rate behavior, yield curves, and volatility (Q941729) (← links)
• A hull and white formula for a general stochastic volatility jump-diffusion model with applications to the study of the short-time behavior of the implied volatility (Q1009405) (← links)
• The risk-neutral stochastic volatility in interest rate models with jump-diffusion processes (Q1631415) (← links)
• Stochastic jump intensity models (Q3119667) (← links)
• (Q4925745) (← links)