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stochastic volatility models
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Option pricing theory
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Volatility
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Volatilität
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forward-backward stochastic differential equations
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optimal premium policies
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option pricing
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teugels martingales
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Africa
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Merino, Raúl
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International journal of theoretical and applied finance
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The journal of computational finance
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Decomposition formula for jump diffusion models
Merino, Raúl
;
Pospíšil, Jan
;
Sobotka, Tomáš
; …
- In:
International journal of theoretical and applied finance
21
(
2018
)
8
,
pp. 1-36
Persistent link: https://www.econbiz.de/10011970979
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High-order approximations to call option prices in the Heston model
Gulisashvili, Archil
;
Lagunas-Merino, Marc
;
Merino, Raúl
; …
- In:
The journal of computational finance
24
(
2020
)
1
,
pp. 83-102
Persistent link: https://www.econbiz.de/10012421960
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