Pages that link to "Item:Q2359987"

The following pages link to Forward starting options pricing with double stochastic volatility, stochastic interest rates and double jumps (Q2359987):

Displaying 5 items.

• Event-triggered sampling control for exponential synchronization of chaotic Lur'e systems with time-varying communication delays (Q1647531) (← links)
• State bounding estimation for a linear continuous-time singular system with time-varying delay (Q1739829) (← links)
• Improved synchronization criteria of Lur'e systems under sampled-data control (Q2274996) (← links)
• A short memory version of the Vasicek model and evaluating European options on zero-coupon bonds (Q2309261) (← links)
• Geometric Asian options pricing under the double Heston stochastic volatility model with stochastic interest rate (Q2325143) (← links)