A BNS-Type Stochastic Volatility Model With Two-Sided Jumps With Applications to FX Options Pricing
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Wilmott Magazine Ltd
Cited by 8 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
1. Option pricing in a stochastic delay volatility model;Mathematical Methods in the Applied Sciences;2024-08-26
2. Analysis of stock index with a generalized BN-S model: an approach based on machine learning and fuzzy parameters;Stochastic Analysis and Applications;2022-07-11
3. Hidden Correlations: A Self-Exciting Tale from the FX World;SSRN Electronic Journal;2018
4. A multivariate stochastic volatility model with applications in the foreign exchange market;Review of Derivatives Research;2017-03-20
5. Unifying pricing formula for several stochastic volatility models with jumps;Applied Stochastic Models in Business and Industry;2017
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