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European option pricing for a stochastic volatility Lévy model with stochastic interest rates
Pinkham, Sarisa; Pairote Sattayatham - In: Journal of mathematical finance 1 (2011) 3, pp. 98-108
Persistent link: https://www.econbiz.de/10009668518
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Stochastic volatility jump-diffusion model for option pricing
Makate, Nothiya; Pairote Sattayatham - In: Journal of mathematical finance 1 (2011) 3, pp. 90-97
Persistent link: https://www.econbiz.de/10009668519
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Mathematical analysis of financial model on market price with stochastic volatility
Mondal, Mitun Kumar; Alim, Md. Abdul; Rahman, Md. Faizur; … - In: Journal of mathematical finance 7 (2017) 2, pp. 351-365
Persistent link: https://www.econbiz.de/10011673935