Search Results

• Variance Swap Pricing under Hybrid Jump Model

  S. Liu, B. Wiwatanapataphee, Y.H. Wu, Y. Yang

  2020-06-12

  42993 3320 Pages:594-619

• Distribution of Discrete Time Delta-Hedging Error via a Recursive Relation

  Minseok Park, Kyungsub Lee & Geon Ho Choe

  2018-02-09

  35986 3200 Pages:314-336

• Fast Exponential Time Integration for Pricing Options in Stochastic Volatility Jump Diffusion Models

  Hong-Kui Pang & Hai-Wei Sun

  2018-08-14

  37765 4930 Pages:52-68