Pages that link to "Item:Q670282"
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The following pages link to An analytically tractable model for pricing multiasset options with correlated jump-diffusion equity processes and a two-factor stochastic yield curve (Q670282):
Displaying 6 items.
- A stochastic correlation model with mean reversion for pricing multi-asset options (Q841855) (← links)
- Making the best of best-of (Q1025611) (← links)
- Improved numerical solution of multi-asset option pricing problem: a localized RBF-FD approach (Q2212455) (← 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)
- Equity correlations implied by index options: estimation and model uncertainty analysis (Q2847242) (← links)
- An efficient radial basis function generated finite difference meshfree scheme to price multi-dimensional PDEs in financial options (Q6049303) (← links)
