Pages that link to "Item:Q484871"
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The following pages link to Equilibrium valuation of currency options under a jump-diffusion model with stochastic volatility (Q484871):
Displaying 9 items.
- Time series represented by means of fuzzy piecewise lineal segments (Q507869) (← links)
- Stochastic differential equations with diffusion and jumps modeling currency markets (Q845088) (← links)
- Equilibrium valuation of currency options with stochastic volatility and systemic co-jumps (Q2097471) (← links)
- Efficient option pricing in crisis based on dynamic elasticity of variance model (Q2314728) (← links)
- An asymptotic expansion approach to currency options with a market model of interest rates under stochastic volatility processes of spot exchange rates (Q2471737) (← links)
- Equilibrium pricing of currency options under a discontinuous model in a two-country economy (Q2691653) (← links)
- CURRENCY-TRANSLATED FOREIGN EQUITY OPTIONS WITH PATH DEPENDENT FEATURES AND THEIR MULTI-ASSET EXTENSIONS (Q3523556) (← links)
- EQUILIBRIUM VALUATION OF CURRENCY OPTIONS UNDER A DISCONTINUOUS MODEL WITH CO-JUMPS (Q5051916) (← links)
- Equilibrium pricing of foreign exchange options under a discontinuous model with stochastic jump intensity (Q5079464) (← links)
