Found: 5
Select item for more details and to access through your institution.
OPTION PRICING UNDER A DISCRETE-TIME MARKOV SWITCHING STOCHASTIC VOLATILITY WITH CO-JUMP MODEL.
- Published in:
- Frontiers of Mathematical Finance, 2022, v. 1, n. 1, p. 137, doi. 10.3934/fmf.2021005
- By:
- Publication type:
- Article
MULTILAYER HEAT EQUATIONS: APPLICATION TO FINANCE.
- Published in:
- Frontiers of Mathematical Finance, 2022, v. 1, n. 1, p. 99, doi. 10.3934/fmf.2021004
- By:
- Publication type:
- Article
A ROUGH SABR FORMULA.
- Published in:
- Frontiers of Mathematical Finance, 2022, v. 1, n. 1, p. 81, doi. 10.3934/fmf.2021003
- By:
- Publication type:
- Article
SEMI-ANALYTIC PRICING OF DOUBLE BARRIER OPTIONS WITH TIME-DEPENDENT BARRIERS AND REBATES AT HIT.
- Published in:
- Frontiers of Mathematical Finance, 2022, v. 1, n. 1, p. 53, doi. 10.3934/fmf.2021002
- By:
- Publication type:
- Article
GEOMETRIC STEP OPTIONS AND LÉVY MODELS: DUALITY, PIDES, AND SEMI-ANALYTICAL PRICING.
- Published in:
- Frontiers of Mathematical Finance, 2022, v. 1, n. 1, p. 1, doi. 10.3934/fmf.2021001
- By:
- Publication type:
- Article