Pages that link to "Item:Q2786345"
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The following pages link to EXACT PRICING WITH STOCHASTIC VOLATILITY AND JUMPS (Q2786345):
Displaying 7 items.
- Pricing FX options in the Heston/CIR jump-diffusion model with log-normal and log-uniform jump amplitudes (Q274846) (← links)
- Deformed exponentials and applications to finance (Q280540) (← links)
- Option pricing under deformed Gaussian distributions (Q1619162) (← links)
- Monte Carlo acceleration method for pricing variance derivatives under stochastic volatility models with jump diffusion (Q2931944) (← links)
- Efficiently pricing continuously monitored barrier options under stochastic volatility model with jumps (Q3174919) (← links)
- Semi-analytical Pricing of Currency Options in the Heston/CIR Jump-Diffusion Hybrid Model (Q4682470) (← links)
- Stochastic volatility double-jump-diffusions model: the importance of distribution type of jump amplitude (Q4976303) (← links)
