Cited by 4
Option pricing in the model with stochastic volatility driven by Ornstein–Uhlenbeck process. Simulation

PROCEEDINGS OF THE 4TH INTERNATIONAL SYMPOSIUM ON CURRENT PROGRESS IN MATHEMATICS AND SCIENCES (ISCPMS2018)
B. P. N. Simanjuntak, B. D. Handari, G. F. Hartono
Conference:  PROCEEDINGS OF THE 4TH INTERNATIONAL SYMPOSIUM ON CURRENT PROGRESS IN MATHEMATICS AND SCIENCES (ISCPMS2018) (PROCEEDINGS OF THE 4TH INTERNATIONAL SYMPOSIUM ON CURRENT PROGRESS IN MATHEMATICS AND SCIENCES (ISCPMS2018)) Volume 2168 (2019), p. 020027
DG framework for pricing European options under one-factor stochastic volatility models
Jiří Hozman, Tomáš Tichý
Journal:  Journal of Computational and Applied Mathematics Volume 344 (2018), p. 585
Pricing Defaulted Italian Mortgages
Michela Pelizza, Klaus R. Schenk-Hoppé
Journal:  Journal of Risk and Financial Management Volume 13, Issue 2 (2020), p. 31
Pricing Defaulted Italian Mortgages
Michela Pelizza, Klaus R. Schenk-Hoppé
Journal:  Journal of Risk and Financial Management Volume 13, Issue 2 (2020), p. 31