Pages that link to "Item:Q2631912"
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The following pages link to Option pricing under the jump diffusion and multifactor stochastic processes (Q2631912):
Displaying 5 items.
- On the solution of two-dimensional fractional Black-Scholes equation for European put option (Q2058204) (← links)
- Pricing options under simultaneous stochastic volatility and jumps: a simple closed-form formula without numerical/computational methods (Q2067122) (← links)
- Numerical solutions to optimal portfolio selection and consumption strategies under stochastic volatility (Q2205342) (← links)
- Optimal portfolio selection of mean-variance utility with stochastic interest rate (Q2220511) (← links)
- The correction of multiscale stochastic volatility to American put option: an asymptotic approximation and finite difference approach (Q2236410) (← links)
