Pages that link to "Item:Q482441"
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The following pages link to Fast Fourier transform option pricing with stochastic interest rate, stochastic volatility and double jumps (Q482441):
Displaying 6 items.
- A dimension reduction Shannon-wavelet based method for option pricing (Q1635866) (← links)
- Tensor transform-based quaternion Fourier transform algorithm (Q1749968) (← links)
- Pricing foreign equity option under stochastic volatility tempered stable Lévy processes (Q2147863) (← links)
- Option pricing using the fast Fourier transform under the double exponential jump model with stochastic volatility and stochastic intensity (Q2252400) (← links)
- Pricing of options in the singular perturbed stochastic volatility model (Q2400320) (← links)
- PRICING HOLDER-EXTENDABLE CALL OPTIONS WITH MEAN-REVERTING STOCHASTIC VOLATILITY (Q5112593) (← links)
