Pages that link to "Item:Q5121499"
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The following pages link to Representation of exchange option prices under stochastic volatility jump-diffusion dynamics (Q5121499):
Displaying 5 items.
- Option pricing based on modified advection-dispersion equation: stochastic representation and applications (Q2183263) (← links)
- Exact pricing with stochastic volatility and jumps (Q2786345) (← links)
- Exchange Options Under Jump-Diffusion Dynamics (Q2889586) (← links)
- A CLOSED-FORM PRICING FORMULA FOR EUROPEAN EXCHANGE OPTIONS WITH STOCHASTIC VOLATILITY (Q5051212) (← links)
- Pricing exchange options under hybrid stochastic volatility and interest rate models (Q6653510) (← links)