Pages that link to "Item:Q2009351"
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The following pages link to Volatility swaps valuation under stochastic volatility with jumps and stochastic intensity (Q2009351):
Displaying 8 items.
- Analytically pricing volatility swaps and volatility options with discrete sampling: nonlinear payoff volatility derivatives (Q2025470) (← links)
- Variance and volatility swaps valuations with the stochastic liquidity risk (Q2068493) (← links)
- Equilibrium price and optimal insider trading strategy under stochastic liquidity with long memory (Q2232753) (← links)
- Valuation of European crude oil options with co-jump diffusions and stochastic interest rate (Q2698596) (← links)
- RETRACTED ARTICLE: A generalized real option pricing method of R&D investments: jump diffusion and external competition (Q5205906) (← links)
- Analytically pricing European options with a two-factor Stein-Stein model (Q6126086) (← links)
- Convergence analysis of an IMEX scheme for an integro-differential equation with inexact boundary arising in option pricing with stochastic intensity jumps (Q6494191) (← links)
- Pricing discrete barrier options under the jump-diffusion model with stochastic volatility and stochastic intensity (Q6564802) (← links)
