Pages that link to "Item:Q2163921"

The following pages link to Pricing of FX options in the MPT/CIR jump-diffusion model with approximative fractional stochastic volatility (Q2163921):

Displaying 2 items.

• Valuation of European crude oil options with co-jump diffusions and stochastic interest rate (Q2698596) (← links)
• Strong solutions for jump-type stochastic differential equations with non-Lipschitz coefficients (Q5086493) (← links)