Pages that link to "Item:Q1618699"
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The following pages link to Pricing foreign equity option with stochastic volatility (Q1618699):
Displaying 4 items.
- Option pricing for stochastic volatility model with infinite activity Lévy jumps (Q1619524) (← links)
- Pricing equity warrants with a promised lowest price in Merton's jump-diffusion model (Q1619668) (← links)
- On the source of stochastic volatility: evidence from CAC40 index options during the subprime crisis (Q1619987) (← links)
- American option valuation under time changed tempered stable Lévy processes (Q1620146) (← links)
