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• Variance Swap Pricing under Hybrid Jump Model

  S. Liu, B. Wiwatanapataphee, Y.H. Wu, Y. Yang

  2020-06-12

  42914 3288 Pages:594-619

• Distribution of Discrete Time Delta-Hedging Error via a Recursive Relation

  Minseok Park, Kyungsub Lee & Geon Ho Choe

  2018-02-09

  35910 3160 Pages:314-336

• Fast Exponential Time Integration for Pricing Options in Stochastic Volatility Jump Diffusion Models

  Hong-Kui Pang & Hai-Wei Sun

  2018-08-14

  37706 4876 Pages:52-68