Pages that link to "Item:Q5411747"
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The following pages link to LOCAL STOCHASTIC VOLATILITY WITH JUMPS: ANALYTICAL APPROXIMATIONS (Q5411747):
Displaying 7 items.
- An approximation formula for basket option prices under local stochastic volatility with jumps: an application to commodity markets (Q495066) (← links)
- Pricing approximations and error estimates for local Lévy-type models with default (Q2006127) (← links)
- The complete Gaussian kernel in the multi-factor Heston model: option pricing and implied volatility applications (Q2030533) (← links)
- A family of density expansions for Lévy-type processes (Q2258531) (← links)
- Asymptotics for $$d$$ -Dimensional Lévy-Type Processes (Q4560337) (← links)
- Asymptotic Expansion Approach in Finance (Q4560338) (← links)
- Pricing Average and Spread Options Under Local-Stochastic Volatility Jump-Diffusion Models (Q5219719) (← links)
