Pages that link to "Item:Q2974856"
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The following pages link to An asymptotic expansion for local-stochastic volatility with jump models (Q2974856):
Displaying 4 items.
- Asymptotic expansion for a Black-Scholes model with small noise stochastic jump-diffusion interest rate (Q2107407) (← links)
- Asymptotic expansion for some local volatility models arising in finance (Q2292052) (← links)
- Pricing Average and Spread Options Under Local-Stochastic Volatility Jump-Diffusion Models (Q5219719) (← links)
- A stochastic-local volatility model with Lévy jumps for pricing derivatives (Q6160626) (← links)
