Pages that link to "Item:Q5220943"
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The following pages link to Pricing arithmetic Asian option under a two-factor stochastic volatility model with jumps (Q5220943):
Displayed 7 items.
- Modeling asset price under two-factor Heston model with jumps (Q1792238) (← links)
- Pricing of financial derivatives based on the Tsallis statistical theory (Q2128263) (← links)
- European option pricing under multifactor uncertain volatility model (Q2153662) (← links)
- Geometric Asian options pricing under the double Heston stochastic volatility model with stochastic interest rate (Q2325143) (← links)
- Pricing multi-asset American option under Heston-CIR diffusion model with jumps (Q5082773) (← links)
- American option pricing under double Heston stochastic volatility model: simulation and strong convergence analysis (Q5107393) (← links)
- Implied higher order moments in the Heston model: a case study of S\&P500 index (Q6089406) (← links)