has been cited by the following article(s):
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[1]
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Analytical formulas for option prices under time-changed CARMA process
International Journal of Financial Engineering,
2023
DOI:10.1142/S242478632350024X
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[2]
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Pricing variance swaps under subordinated Jacobi stochastic volatility models
Physica A: Statistical Mechanics and its Applications,
2022
DOI:10.1016/j.physa.2022.126941
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[3]
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The valuation of barrier options under a threshold rough heston model
Journal of Management Science and Engineering,
2022
DOI:10.1016/j.jmse.2022.07.004
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[4]
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A censored Ornstein–Uhlenbeck process for rainfall modeling and derivatives pricing
Physica A: Statistical Mechanics and its Applications,
2021
DOI:10.1016/j.physa.2020.125619
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[5]
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Modeling temperature and pricing weather derivatives based on subordinate Ornstein-Uhlenbeck processes
Green Finance,
2020
DOI:10.3934/GF.2020001
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[6]
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A recursive pricing method for autocallables under multivariate subordination
Quantitative Finance and Economics,
2019
DOI:10.3934/QFE.2019.3.440
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