Semi-analytical Pricing of Currency Options in the Heston/CIR Jump-Diffusion Hybrid Model (Q4682470): Difference between revisions

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+FORWARD START OPTIONS UNDER STOCHASTIC VOLATILITY AND STOCHASTIC INTEREST RATES
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+Pricing of foreign exchange options under the Heston stochastic volatility model and CIR interest rates
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+EXACT PRICING WITH STOCHASTIC VOLATILITY AND JUMPS
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+On the Heston Model with Stochastic Interest Rates
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+https://doi.org/10.1080/1350486x.2014.928227
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+W2151261818
@@ Property / OpenAlex ID: W2151261818 / rank @@
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