Pages that link to "Item:Q2804505"
From MaRDI portal
The following pages link to Efficient pricing and hedging under the double Heston stochastic volatility jump-diffusion model (Q2804505):
Displaying 7 items.
- Pricing vulnerable European options under Lévy process with stochastic volatility (Q1727064) (← links)
- Geometric Asian options pricing under the double Heston stochastic volatility model with stochastic interest rate (Q2325143) (← links)
- Forward starting options pricing with double stochastic volatility, stochastic interest rates and double jumps (Q2359987) (← links)
- Stochastic volatility double-jump-diffusions model: the importance of distribution type of jump amplitude (Q4976303) (← links)
- Asymptotic expansion method for pricing and hedging American options with two-factor stochastic volatilities and stochastic interest rate (Q5030547) (← links)
- Isogeometric analysis in option pricing (Q5031706) (← links)
- PRICING VARIANCE SWAPS UNDER DOUBLE HESTON STOCHASTIC VOLATILITY MODEL WITH STOCHASTIC INTEREST RATE (Q5051186) (← links)
