Journal of Mathematical Finance

Journal of Mathematical Finance

ISSN Print: 2162-2434
ISSN Online: 2162-2442
www.scirp.org/journal/jmf
E-mail: jmf@scirp.org
"Stochastic Volatility Jump-Diffusion Model for Option Pricing"
written by Nonthiya Makate, Pairote Sattayatham,
published by Journal of Mathematical Finance, Vol.1 No.3, 2011
has been cited by the following article(s):
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[11] Parameter Estimation for the Continuous Time Stochastic Logistic Diffusion Model
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[12] A Comparative Study of Equilibrium Equity Premium under Discrete Distributions of Jump Amplitudes
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[14] Stochastic Volatility Double Jump-Diffusions Model: The Importance of Distribution Type of Jump Amplitude
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[15] Option pricing for jump in volatility and stochastic intensity
Research and Education in Mathematics (ICREM7), 2015 International Conference on, 2015
[16] 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
[17] Pricing Options on Foreign Currency with a Preset Exchange Rate
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