Pages that link to "Item:Q2067122"

The following pages link to Pricing options under simultaneous stochastic volatility and jumps: a simple closed-form formula without numerical/computational methods (Q2067122):

Displaying 2 items.

• Quantized noncommutative Riemann manifolds and stochastic processes : the theoretical foundations of the square root of Brownian motion (Q2069217) (← links)
• Option pricing under time interval driven model (Q6171877) (← links)