Pages that link to "Item:Q495066"
From MaRDI portal
The following pages link to An approximation formula for basket option prices under local stochastic volatility with jumps: an application to commodity markets (Q495066):
Displaying 3 items.
- A general control variate method for multi-dimensional SDEs: an application to multi-asset options under local stochastic volatility with jumps models in finance (Q1698923) (← links)
- Pricing Average and Spread Options Under Local-Stochastic Volatility Jump-Diffusion Models (Q5219719) (← links)
- Lower bound approximation of nonlinear basket option with jump-diffusion (Q5855718) (← links)
