Pages that link to "Item:Q3523537"
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The following pages link to STOCHASTIC VOLATILITY AND JUMP-DIFFUSION — IMPLICATIONS ON OPTION PRICING (Q3523537):
Displaying 7 items.
- Stability of an implicit method to evaluate option prices under local volatility with jumps (Q465116) (← links)
- Large-time option pricing using the Donsker-Varadhan LDP-correlated stochastic volatility with stochastic interest rates and jumps (Q511485) (← links)
- Analytic formulas for futures and options for a linear quadratic jump diffusion model with seasonal stochastic volatility and convenience yield: do fish jump? (Q2240016) (← links)
- Pricing options under stochastic volatility jump model: a stable adaptive scheme (Q2273036) (← links)
- Exact pricing with stochastic volatility and jumps (Q2786345) (← links)
- (Q4920492) (← links)
- (Q5115317) (← links)