The following pages link to (Q3010733):
Displaying 8 items.
- Pricing FX options in the Heston/CIR jump-diffusion model with log-normal and log-uniform jump amplitudes (Q274846) (← links)
- Deformed exponentials and applications to finance (Q280540) (← links)
- Pricing of FX options in the MPT/CIR jump-diffusion model with approximative fractional stochastic volatility (Q2163921) (← links)
- A recombining tree method for option pricing with state-dependent switching rates (Q2800054) (← links)
- Solvable Diffusion Models with Linear and Mean-Reverting Nonlinear Drifts (Q2962134) (← links)
- Stochastic Volatility: Option Pricing using a Multinomial Recombining Tree (Q3502207) (← links)
- Semi-analytical Pricing of Currency Options in the Heston/CIR Jump-Diffusion Hybrid Model (Q4682470) (← links)
- HERMITE BINOMIAL TREES: A NOVEL TECHNIQUE FOR DERIVATIVES PRICING (Q4909144) (← links)
