Pages that link to "Item:Q2698161"
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The following pages link to Foreign exchange options on Heston-CIR model under Lévy process framework (Q2698161):
Displaying 5 items.
- A Shannon wavelet method for pricing foreign exchange options under the Heston multi-factor CIR model (Q1633313) (← links)
- Pricing currency derivatives with Markov-modulated Lévy dynamics (Q2513442) (← links)
- Variance gamma (nonlocal) equations (Q6067093) (← links)
- Foreign exchange options on Heston-CIR model under L\'{e}vy process framework (Q6407274) (← links)
- Credit default swap spreads modeling and forecasting with a stochastic square-root three-factor model (Q6581975) (← links)