Pages that link to "Item:Q5324401"
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The following pages link to FORWARD START OPTIONS UNDER STOCHASTIC VOLATILITY AND STOCHASTIC INTEREST RATES (Q5324401):
Displayed 7 items.
- Pricing FX options in the Heston/CIR jump-diffusion model with log-normal and log-uniform jump amplitudes (Q274846) (← links)
- A unified approach to pricing and risk management of equity and credit risk (Q2349596) (← links)
- RANDOM TIME FORWARD-STARTING OPTIONS (Q2953302) (← links)
- Semi-analytical Pricing of Currency Options in the Heston/CIR Jump-Diffusion Hybrid Model (Q4682470) (← links)
- NEARLY EXACT OPTION PRICE SIMULATION USING CHARACTERISTIC FUNCTIONS (Q4902542) (← links)
- Pricing of foreign exchange options under the Heston stochastic volatility model and CIR interest rates (Q5397431) (← links)
- Hybrid Lévy Models: Design and Computational Aspects (Q5742508) (← links)