A fast calibrating volatility model for option pricing (Q319158): Difference between revisions

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+The Pricing of Options and Corporate Liabilities
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+Normal rank
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+Interest rate models -- theory and practice. With smile, inflation and credit
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+Stochastic Volatility for Lévy Processes
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+Transform Analysis and Asset Pricing for Affine Jump-diffusions
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+A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options
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+A Jump-Diffusion Model for Option Pricing
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+Normal rank
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+Option pricing when underlying stock returns are discontinuous
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