Pages that link to "Item:Q3005360"

The following pages link to Generic pricing of FX, inflation and stock options under stochastic interest rates and stochastic volatility (Q3005360):

Displaying 7 items.

• Pricing FX options in the Heston/CIR jump-diffusion model with log-normal and log-uniform jump amplitudes (Q274846) (← links)
• A dimension reduction Shannon-wavelet based method for option pricing (Q1635866) (← links)
• An uncertain currency model with floating interest rates (Q1703677) (← links)
• Pricing of FX options in the MPT/CIR jump-diffusion model with approximative fractional stochastic volatility (Q2163921) (← links)
• Feedback optimal controllers for the Heston model (Q2187328) (← links)
• A multi-level dimension reduction Monte-Carlo method for jump-diffusion models (Q2360709) (← links)
• Pricing inflation products with stochastic volatility and stochastic interest rates (Q2442529) (← links)