A Path-Independent Humped Volatility Model for Option Pricing

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Applied Mathematical Finance, Vol. 20, Iss. 3, 2013-07 ,pp. : 191-210

Routledge Ltd

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A stochastic approximation algorithm for option pricing model calibration with a switchable market

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Option Pricing for Time-Change Exponential Lévy Model Under Memm

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Partial derivative approach for option pricing in a simple stochastic volatility model

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A Lattice-Based Method for Pricing Electricity Derivatives Under the Threshold Model

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Applied Mathematical Finance, Vol. 15, Iss. 5-6, 2008-01 ,pp. : 531-567

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