FORWARD START OPTIONS UNDER STOCHASTIC VOLATILITY AND STOCHASTIC INTEREST RATES (Q5324401): Difference between revisions

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+FOREIGN EXCHANGE OPTIONS UNDER STOCHASTIC VOLATILITY AND STOCHASTIC INTEREST RATES
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+Credit default swap calibration and derivatives pricing with the SSRD stochastic intensity model
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+A Theory of the Term Structure of Interest Rates
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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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+On the pricing of forward starting options in Heston's model on stochastic volatility
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+On the martingale property of stochastic exponentials
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+Numerical Methods and Volatility Models for Valuing Cliquet Options
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