Pages that link to "Item:Q4976326"
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The following pages link to LSV models with stochastic interest rates and correlated jumps (Q4976326):
Displaying 3 items.
- (Q3109179) (← links)
- Can negative interest rates really affect option pricing? Empirical evidence from an explicitly solvable stochastic volatility model (Q4555139) (← links)
- Modelling stochastic skew of FX options using SLV models with stochastic spot/vol correlation and correlated jumps (Q5373914) (← links)