Hybrid Equity, FX, and Interest Rate Models with Stochastic Volatility and Jump Diffusion

2010 ◽  
Author(s):  
Ahsan Amin
Keyword(s):  
Interest Rate ◽  
Stochastic Volatility ◽  
Jump Diffusion ◽  
Interest Rate Models

scholarly journals Estimating single factor jump diffusion interest rate models

2011 ◽  
Vol 21 (22) ◽  
pp. 1679-1689 ◽  
Author(s):  
Ghulam Sorwar
Keyword(s):  
Interest Rate ◽  
Jump Diffusion ◽  
Single Factor ◽  
Interest Rate Models

A Class of Stochastic Volatility HJM Interest Rate Models

2004 ◽  
Author(s):  
Carl Chiarella ◽  
David B. Colwell ◽  
Oh Kang Kwon
Keyword(s):  
Interest Rate ◽  
Stochastic Volatility ◽  
Interest Rate Models

Mean-variance hedging for interest rate models¶with stochastic volatility

2002 ◽  
Vol 25 (1) ◽  
pp. 1-17 ◽  
Author(s):  
Francesca Biagini
Keyword(s):  
Interest Rate ◽  
Stochastic Volatility ◽  
Interest Rate Models ◽  
Mean Variance

scholarly journals A JUMP-DIFFUSION WITH STOCHASTIC VOLATILITY AND INTEREST RATE

2013 ◽  
Vol 9 (1) ◽  
pp. 43-50 ◽  
Author(s):  
Peeraparp
Keyword(s):  
Interest Rate ◽  
Stochastic Volatility ◽  
Jump Diffusion

scholarly journals Option Pricing under the Double Exponential Jump-Diffusion Model with Stochastic Volatility and Interest Rate

2017 ◽  
Vol 2 (4) ◽  
pp. 252-289 ◽  
Author(s):  
Rongda Chen ◽  
Zexi Li ◽  
Liyuan Zeng ◽  
Lean Yu ◽  
Qi Lin ◽  
...  
Keyword(s):  
Interest Rate ◽  
Option Pricing ◽  
Stochastic Volatility ◽  
Diffusion Model ◽  
Jump Diffusion ◽  
Double Exponential ◽  
Jump Diffusion Model
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