Pages that link to "Item:Q534218"

The following pages link to FFT based option pricing under a mean reverting process with stochastic volatility and jumps (Q534218):

Displaying 17 items.

• Pricing and hedging European-style options in Lévy-based stochastic volatility models considering the leverage effect (Q252930) (← links)
• Option pricing and hedging in incomplete market driven by normal tempered stable process with stochastic volatility (Q465438) (← links)
• Fast Fourier transform option pricing with stochastic interest rate, stochastic volatility and double jumps (Q482441) (← links)
• A dimension reduction Shannon-wavelet based method for option pricing (Q1635866) (← links)
• Pricing extendible options using the fast Fourier transform (Q1719223) (← links)
• Modeling asset price under two-factor Heston model with jumps (Q1792238) (← links)
• Pricing options under simultaneous stochastic volatility and jumps: a simple closed-form formula without numerical/computational methods (Q2067122) (← links)
• Generalized Ait-Sahalia-type interest rate model with Poisson jumps and convergence of the numerical approximation (Q2163140) (← links)
• Option pricing under two-factor stochastic volatility jump-diffusion model (Q2210266) (← links)
• Highly efficient Shannon wavelet-based pricing of power options under the double exponential jump framework with stochastic jump intensity and volatility (Q2247115) (← links)
• Option pricing using the fast Fourier transform under the double exponential jump model with stochastic volatility and stochastic intensity (Q2252400) (← links)
• Optimizing bounds on security prices in incomplete markets. Does stochastic volatility specification matter? (Q2253520) (← links)
• Tracking control of nonaffine systems using bio-inspired networks with auto-tuning activation functions and self-growing neurons (Q2293069) (← links)
• Option pricing under the jump diffusion and multifactor stochastic processes (Q2631912) (← links)
• The duality property of the Discrete Fourier Transform based on Simpson's rule (Q2882712) (← links)
• PRICING HOLDER-EXTENDABLE CALL OPTIONS WITH MEAN-REVERTING STOCHASTIC VOLATILITY (Q5112593) (← links)
• Pricing arithmetic Asian option under a two-factor stochastic volatility model with jumps (Q5220943) (← links)