Author:
Canhanga Betuel,Malyarenko Anatoliy,Murara Jean-Paul,Ni Ying,Silvestrov Sergei
Publisher
Springer Science and Business Media LLC
Subject
General Mathematics,Statistics and Probability
Reference8 articles.
1. Canhanga B, Malyarenko A, Ni Y, Silvestrov S (2014). In: Skiadas CH (ed) Perturbation methods for pricing European options in a model with two stochastic volatilities. 3rd SMTDA Conference Proceedings, Lisbon Porturgal, pp 489–500
2. Chiarella C, Ziveyi J (2013) American option pricing under two stochastic volatility processes. Appl Math Comput 224:283–310
3. Christoffersen P, Heston S, Jacobs K (2009) The shape and term structure of the index option smirk: why multifactor stochastic volatility models work so well. Manag Sci 55(2):1914–1932
4. Feller W (1951) Two singular diffusion problems. Ann Math 54:173–182
5. Fouque J-P, Papanicolaou G, Sircar R, Solna K (2011b) Multiscale stochastic volatility for equity, interest rate and credit derivatives. Cambridge University Press, Cambridge
Cited by
2 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献