European Option Pricing for a Stochastic Volatility Lévy Model with Stochastic Interest Rates

ISSN Print: 2162-2434
ISSN Online: 2162-2442
www.scirp.net/journal/jmf
E-mail: [email protected]

Citations

"European Option Pricing for a Stochastic Volatility Lévy Model with Stochastic Interest Rates"
written by Sarisa Pinkham, Pairote Sattayatham,
published by Journal of Mathematical Finance, Vol.1 No.3, 2011

has been cited by the following article(s):

[1]	Solving selected problems on American option pricing with the method of lines
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[2]	Pricing American Options with Jumpsin Asset and Volatility
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[3]	Pricing American options with jumps in asset and volatility
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[4]	A jump-diffusion option pricing model with stochastic volatility and stochastic interest rate
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[5]	Pricing Options on Foreign Currency with a Preset Exchange Rate
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