Stochastic Volatility Option Pricing-Reference-Cited by-同舟云学术

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Stochastic Volatility Option Pricing

Published:1994-12 Issue:4 Volume:29 Page:589
ISSN:0022-1090
Container-title:The Journal of Financial and Quantitative Analysis
language:
Short-container-title:The Journal of Financial and Quantitative Analysis

Author:

Ball Clifford A.,Roma Antonio

Publisher

JSTOR

Subject

Economics and Econometrics,Finance,Accounting

Cited by 189 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. Simulation schemes for the Heston model with Poisson conditioning;European Journal of Operational Research;2024-04

2. Fast American Option Pricing using Nonlinear Stencils;Proceedings of the 29th ACM SIGPLAN Annual Symposium on Principles and Practice of Parallel Programming;2024-02-20

3. Looking beyond Implied Correlation: Its adequacy, Nonlinear Dependence and Market Risk;2024

4. Looking beyond Implied Correlation: Its adequacy, Nonlinear Dependence and Market Risk;2024

5. Modelling Asymmetric Dependence in Stochastic Volatility and Option Pricing: A Conditional Copula Approach;Scientific African;2023-09

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