Pricing of foreign exchange options under the Heston stochastic volatility model and CIR interest rates

By AHLIP REHEZ  

Quantitative Finance, Vol. 13, Iss. 6, 2013-06 ,pp. : 955-966

Routledge Ltd

Access to resources Recommend Favorite

Option pricing under hybrid stochastic and local volatility

By CHOI SUN-YONG  

Quantitative Finance, Vol. 13, Iss. 8, 2013-08 ,pp. : 1157-1165

Routledge Ltd

Access to resources Recommend Favorite

Comment on `Index Option Pricing Models with Stochastic Volatility and Stochastic Interest Rates'

By Christensen B.J.  

European Finance Review, Vol. 3, Iss. 3, 1999-01 ,pp. : 311-317

Springer Publishing Company

Access to resources Recommend Favorite

Index Option Pricing Models with Stochastic Volatility and Stochastic Interest Rates

By Jiang G.J.  

European Finance Review, Vol. 3, Iss. 3, 1999-01 ,pp. : 273-310

Springer Publishing Company

Access to resources Recommend Favorite

Stochastic volatility and the goodness-of-fit of the Heston model

By Daniel Gilles   Joseph Nathan L.   Brée David S.  

Quantitative Finance, Vol. 5, Iss. 2, 2005-04 ,pp. : 199-211

Routledge Ltd

Access to resources Recommend Favorite