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Option pricing under stochastic volatility and tempered stable Lévy jumps
Zaevski, Tsvetelin S.; Kim, Young Shin; Fabozzi, Frank J. - In: International review of financial analysis 31 (2014), pp. 101-108
Persistent link: https://www.econbiz.de/10010461532
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Contingent claims valuation of optional calling plan contracts in telephone industry
Choi, Hyun-Woo; Kim, In-joon; Kim, Tong Suk - In: International review of financial analysis 11 (2002) 4, pp. 433-448
Persistent link: https://www.econbiz.de/10001745105
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Pricing commodity futures options in the Schwartz multi factor model with stochastic volatility : an asymptotic method
Chen, Jilong; Ewald, Christian-Oliver - In: International review of financial analysis 52 (2017), pp. 144-151
Persistent link: https://www.econbiz.de/10011868721