Pages that link to "Item:Q1618699"
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The following pages link to Pricing foreign equity option with stochastic volatility (Q1618699):
Displaying 10 items.
- Option pricing for stochastic volatility model with infinite activity Lévy jumps (Q1619524) (← links)
- Pricing equity warrants with a promised lowest price in Merton's jump-diffusion model (Q1619668) (← links)
- On the source of stochastic volatility: evidence from CAC40 index options during the subprime crisis (Q1619987) (← links)
- American option valuation under time changed tempered stable Lévy processes (Q1620146) (← links)
- Pricing equity warrants in Merton jump-diffusion model with credit risk (Q2141463) (← links)
- Pricing foreign equity option under stochastic volatility tempered stable Lévy processes (Q2147863) (← links)
- Pricing and hedging foreign equity options under Hawkes jump-diffusion processes (Q2164552) (← links)
- Closed-form pricing formula for foreign equity option with credit risk (Q2167080) (← links)
- Isogeometric analysis in option pricing (Q5031706) (← links)
- Quanto option pricing with a jump diffusion process (Q5082959) (← links)
