Amanote Research
Register
Sign In
Discover open access scientific publications
Search, annotate, share and cite publications
Publications by Raj Jagannathan
A Linear Regression Approach for Determining Option Pricing for Currency-Rate Diffusion Model With Dependent Stochastic Volatility, Stochastic Interest Rate, and Return Processes
Journal of Mathematical Finance
A Linear Regression Approach for Determining Explicit Expressions for Option Prices for Equity Option Pricing Models With Dependent Volatility and Return Processes
Journal of Mathematical Finance
Related publications
Stochastic Volatility Jump-Diffusion Model for Option Pricing
Journal of Mathematical Finance
A General Stochastic Volatility Model for the Pricing of Interest Rate Derivatives
SSRN Electronic Journal
Two Stochastic Volatility Processes - American Option Pricing
SSRN Electronic Journal
American Put Option Pricing for Stochastic-Volatility, Jump-Diffusion Models
Proceedings of the American Control Conference
Electronic Engineering
Electrical
A Martingale Control Variate Method for Option Pricing With Stochastic Volatility
ESAIM - Probability and Statistics
Statistics
Probability
Pricing American Options Under Stochastic Volatility and Stochastic Interest Rates
Journal of Financial Economics
Management
Finance
Economics
Strategy
Accounting
Econometrics
Option Pricing for Stochastic Volatility Models: Vol-Of-Vol Expansion
SIAM Journal on Financial Mathematics
Applied Mathematics
Numerical Analysis
Finance
Actuarial Pricing Models of Reverse Mortgage With the Stochastic Interest Rate
