Multivariate Option Pricing With Time Varying Volatility and Correlations

SSRN Electronic Journal
doi 10.2139/ssrn.1664961
Full Text
Abstract

Available in full text

Date
Authors
Publisher

Elsevier BV

Related search

Multivariate Option Pricing With Time Varying Volatility and Correlations

SSRN Electronic Journal
2010English

Option Pricing in Multivariate Stochastic Volatility Models of OU Type

SIAM Journal on Financial Mathematics
Applied MathematicsNumerical AnalysisFinance
2012English

Target Volatility Option Pricing

International Journal of Theoretical and Applied Finance
EconomicsEconometricsFinance
2012English

Equity Option Pricing With Systematic and Idiosyncratic Volatility and Jump Risks

Journal of Risk and Financial Management
2020English

Option Pricing Applications of Quadratic Volatility Models

Journal of Mathematical Finance
2012English

Two Stochastic Volatility Processes - American Option Pricing

SSRN Electronic Journal
2011English

Stochastic Volatility Jump-Diffusion Model for Option Pricing

Journal of Mathematical Finance
2011English

Pricing Commodity Options When the Underlying Futures Price Exhibits Time-Varying Volatility

American Journal of Agricultural Economics
AgriculturalEconomicsEconometricsBiological Sciences
1993English

Option Pricing With Discrete Time Jump Processes

Journal of Economic Dynamics and Control
ControlApplied MathematicsOptimizationEconometricsEconomics
2013English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2025 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy