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Search: subject:"local stochastic volatility models"
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Option pricing theory
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local stochastic volatility models
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International journal of finance & economics : IJFE
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International journal of theoretical and applied finance
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Joint calibration of S&P 500 and VIX options under
local
stochastic
volatility
models
Zhou, Zhiqiang
;
Xu, Wei
;
Rubtsov, Alexey
- In:
International journal of finance & economics : IJFE
29
(
2024
)
1
,
pp. 273-310
Persistent link: https://www.econbiz.de/10014469009
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2
An approximation method for pricing continuous barrier options under multi-asset
local
stochastic
volatility
models
Shiraya, Kenichiro
- In:
International journal of theoretical and applied finance
23
(
2020
)
8
,
pp. 1-20
Persistent link: https://www.econbiz.de/10012496929
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