Pages that link to "Item:Q2507948"
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The following pages link to A volatility-varying and jump-diffusion Merton type model of interest rate risk (Q2507948):
Displaying 3 items.
- Estimation of the instantaneous volatility (Q411549) (← links)
- Fast Fourier transform option pricing with stochastic interest rate, stochastic volatility and double jumps (Q482441) (← links)
- A hull and white formula for a general stochastic volatility jump-diffusion model with applications to the study of the short-time behavior of the implied volatility (Q1009405) (← links)
