[1]
|
Entropic Dynamics of Exchange Rates and Options
Entropy,
2019
DOI:10.3390/e21060586
|
|
|
[2]
|
Entropic Dynamics of Stocks and European Options
Entropy,
2019
DOI:10.3390/e21080765
|
|
|
[3]
|
Impact of volatility jumps in a mean-reverting model: Derivative pricing and empirical evidence
The North American Journal of Economics and Finance,
2019
DOI:10.1016/j.najef.2019.101112
|
|
|
[4]
|
A NEW TYPE OF JUMP DIFFUSION MODEL OF STOCK PRICE AND ITS APPLICATION TO ESTIMATION OF STOCHASTIC VOLATILITY
Journal of Japan Society of Civil Engineers, Ser. A2 (Applied Mechanics (AM)),
2019
DOI:10.2208/jscejam.75.2_I_25
|
|
|
[5]
|
Pricing American Options With Jumps in Asset and Volatility
SSRN Electronic Journal ,
2018
DOI:10.2139/ssrn.3272506
|
|
|
[6]
|
Stochastic volatility double-jump-diffusions model: the importance of distribution type of jump amplitude
International Journal of Computer Mathematics,
2017
DOI:10.1080/00207160.2016.1158814
|
|
|
[7]
|
A Comparative Study of Equilibrium Equity Premium under Discrete Distributions of Jump Amplitudes
Journal of Mathematical Finance,
2016
DOI:10.4236/jmf.2016.61020
|
|
|
[8]
|
Option pricing for jump in volatility and stochastic intensity
2015 International Conference on Research and Education in Mathematics (ICREM7),
2015
DOI:10.1109/ICREM.2015.7357035
|
|
|
[9]
|
Stochastic Volatility Double Jump-Diffusions Model: The Importance of Distribution Type of Jump Amplitude
SSRN Electronic Journal,
2015
DOI:10.2139/ssrn.2568260
|
|
|
[10]
|
Pricing Options on Foreign Currency with a Preset Exchange Rate
Journal of Mathematical Finance,
2012
DOI:10.4236/jmf.2012.23024
|
|
|