A NUMERICAL ANALYSIS OF THE EXTENDED BLACK–SCHOLES MODEL (Q3379411): Difference between revisions

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+A model of financial market with several interacting assets. Complete market case
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+The Pricing of Options and Corporate Liabilities
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+Q4226821
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+Martingales and stochastic integrals in the theory of continuous trading
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+A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options
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+The Variance Gamma Process and Option Pricing
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+Option pricing when underlying stock returns are discontinuous
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+Pricing Stock Options in a Jump-Diffusion Model with Stochastic Volatility and Interest Rates: Applications of Fourier Inversion Methods
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+Stock Price Distributions with Stochastic Volatility: An Analytic Approach
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+https://doi.org/10.1142/s0219024906003469
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+W2028736304
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