OPTION PRICING UNDER A DISCRETE-TIME MARKOV SWITCHING STOCHASTIC VOLATILITY WITH CO-JUMP MODEL.
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- Frontiers of Mathematical Finance, 2022, v. 1, n. 1, p. 137, doi. 10.3934/fmf.2021005
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Works matching IS 27696715 AND DT 2022 AND VI 1 AND IP 1
Results: 5
1
2
MULTILAYER HEAT EQUATIONS: APPLICATION TO FINANCE.
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- Frontiers of Mathematical Finance, 2022, v. 1, n. 1, p. 99, doi. 10.3934/fmf.2021004
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3
A ROUGH SABR FORMULA.
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- Frontiers of Mathematical Finance, 2022, v. 1, n. 1, p. 81, doi. 10.3934/fmf.2021003
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4
SEMI-ANALYTIC PRICING OF DOUBLE BARRIER OPTIONS WITH TIME-DEPENDENT BARRIERS AND REBATES AT HIT.
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- Frontiers of Mathematical Finance, 2022, v. 1, n. 1, p. 53, doi. 10.3934/fmf.2021002
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5
GEOMETRIC STEP OPTIONS AND LÉVY MODELS: DUALITY, PIDES, AND SEMI-ANALYTICAL PRICING.
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- Frontiers of Mathematical Finance, 2022, v. 1, n. 1, p. 1, doi. 10.3934/fmf.2021001
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