[6] Pricing American options with jumps in asset and volatility 2018 [7] Parameter Estimation for the Continuous Time Stochastic Logistic Diffusion Model 2017 [8] A Comparative Study of Equilibrium Equity Premium under Discrete Distributions of Jump Amplitudes Journal of Mathematical Finance, 2016 [9] Stochastic volatility double-jump-diffusions model: the importance of distribution type of jump amplitude Historical Biology, 2016 [10] Stochastic Volatility Double Jump-Diffusions Model: The Importance of Distribution Type of Jump Amplitude Available at SSRN 2568260, 2015 [11] Option pricing for jump in volatility and stochastic intensity Research and Education in Mathematics (ICREM7), 2015 International Conference on, 2015 [12] OPTION PRICING UNDER STOCHASTIC VOLATILITY MODEL WITH JUMPS IN BOTH THE STOCK PRICE AND THE VARIANCE PROCESSES J. Korean Soc. Math. Educ. Ser. B: Pure Appl. Math. ISSN (Print), 2014 [13] Pricing Options on Foreign Currency with a Preset Exchange Rate Journal of Mathematical Finance, 2012
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