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2020-02-01
Representation of exchange option prices under stochastic volatility jump-diffusion dynamics
Cheang, GHL
;
Garces, LPDM
2020-02-01
Representation of exchange option prices under stochastic volatility jump-diffusion dynamics (January, 10.1080/14697688.2019.1655785, 2019)
Cheang, GHL
;
Garces, LPDM
2020-02-24
Representation of Exchange Option Prices under Stochastic Volatility Jump-Diffusion Dynamics
Cheang, GHL
;
Garces, LPDM
2021-01-01
A numerical approach to pricing exchange options under stochastic volatility and jump-diffusion dynamics
Garces, LPDM
;
Cheang, GHL
2020-02-24
A Put-Call Transformation of the Exchange Option Problem under Stochastic Volatility and Jump Diffusion Dynamics
Garces, LPDM
;
Cheang, GHL
2021-06-04
A Numerical Approach to Pricing Exchange Options under Stochastic Volatility and Jump-Diffusion Dynamics
Garces, LPDM
;
Cheang, GHL
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