Pages that link to "Item:Q4530988"
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The following pages link to Transform Analysis and Asset Pricing for Affine Jump-diffusions (Q4530988):
Displaying 7 items.
- Variance swap with mean reversion, multifactor stochastic volatility and jumps (Q319633) (← links)
- Convergence of numerical schemes for viscosity solutions to integro-differential degenerate parabolic problems arising in financial theory (Q704796) (← links)
- Exact simulation of the Ornstein-Uhlenbeck driven stochastic volatility model (Q1713775) (← links)
- Optimal demand in a mispriced asymmetric Carr-Geman-Madan-Yor (CGMY) economy (Q2334406) (← links)
- Positive Eigenfunctions of Markovian Pricing Operators: Hansen-Scheinkman Factorization, Ross Recovery, and Long-Term Pricing (Q2806062) (← links)
- American option pricing under the double Heston model based on asymptotic expansion (Q5234286) (← links)
- Volatility of volatility and leverage effect from options (Q6118716) (← links)
