Pages that link to "Item:Q375647"

The following pages link to A fast numerical approach to option pricing with stochastic interest rate, stochastic volatility and double jumps (Q375647):

Displaying 7 items.

• Local weak form meshless techniques based on the radial point interpolation (RPI) method and local boundary integral equation (LBIE) method to evaluate European and American options (Q907677) (← links)
• Modeling asset price under two-factor Heston model with jumps (Q1792238) (← links)
• Pricing options under simultaneous stochastic volatility and jumps: a simple closed-form formula without numerical/computational methods (Q2067122) (← links)
• Pricing foreign equity option under stochastic volatility tempered stable Lévy processes (Q2147863) (← links)
• Pricing of FX options in the MPT/CIR jump-diffusion model with approximative fractional stochastic volatility (Q2163921) (← links)
• Option pricing under two-factor stochastic volatility jump-diffusion model (Q2210266) (← links)
• PRICING HOLDER-EXTENDABLE CALL OPTIONS WITH MEAN-REVERTING STOCHASTIC VOLATILITY (Q5112593) (← links)