Search Results

• Finite Volume Method for Pricing European and American Options under Jump-Diffusion Models

  Xiao-Ting Gan, Jun-Feng Yin, Yun-Xiang Guo

  2018-03-19

  37634 3285 Pages:227-247

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

  Hong-Kui Pang, Hai-Wei Sun

  2018-08-14

  37868 4995 Pages:52-68

• Variance Swap Pricing under Hybrid Jump Model

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

  2020-06-12

  43110 3367 Pages:594-619

• Memory-Reduction Method for Pricing American-Style Options under Exponential Lévy Processes

  Raymond H. Chan, Tao Wu

  2018-03-21

  38316 4673 Pages:20-34