Matches in SemOpenAlex for { <https://semopenalex.org/work/W19791191> ?p ?o ?g. }
Showing items 1 to 89 of
89
with 100 items per page.
- W19791191 endingPage "19" @default.
- W19791191 startingPage "1" @default.
- W19791191 abstract "In this work, we consider the jump diffusion model with a stochastic volatility for option pricing. We use a variational formulation in an appropriate weighted space in order to numerically solve the problem via the finite element method. An existence and uniqueness results are established in (Zhang, 1997) for a one-dimensional Levy measure and constantvolatility. In this paper we generalize the result for a multidimensional Levy measure and stochastic volatility. Some numerical results will be presented and discussed using finite element and Monte Carlo methods, for a bidimensional case." @default.
- W19791191 created "2016-06-24" @default.
- W19791191 creator A5010508341 @default.
- W19791191 creator A5030960530 @default.
- W19791191 creator A5046812264 @default.
- W19791191 date "2013-01-26" @default.
- W19791191 modified "2023-10-17" @default.
- W19791191 title "Option pricing for a stochastic volatility jump-diffusion model" @default.
- W19791191 hasPublicationYear "2013" @default.
- W19791191 type Work @default.
- W19791191 sameAs 19791191 @default.
- W19791191 citedByCount "2" @default.
- W19791191 countsByYear W197911912014 @default.
- W19791191 countsByYear W197911912018 @default.
- W19791191 crossrefType "journal-article" @default.
- W19791191 hasAuthorship W19791191A5010508341 @default.
- W19791191 hasAuthorship W19791191A5030960530 @default.
- W19791191 hasAuthorship W19791191A5046812264 @default.
- W19791191 hasConcept C105795698 @default.
- W19791191 hasConcept C121332964 @default.
- W19791191 hasConcept C126255220 @default.
- W19791191 hasConcept C134306372 @default.
- W19791191 hasConcept C135628077 @default.
- W19791191 hasConcept C149782125 @default.
- W19791191 hasConcept C194483076 @default.
- W19791191 hasConcept C19499675 @default.
- W19791191 hasConcept C24189920 @default.
- W19791191 hasConcept C2777021972 @default.
- W19791191 hasConcept C2779664328 @default.
- W19791191 hasConcept C2779834249 @default.
- W19791191 hasConcept C2780695682 @default.
- W19791191 hasConcept C28826006 @default.
- W19791191 hasConcept C33923547 @default.
- W19791191 hasConcept C62520636 @default.
- W19791191 hasConcept C85393063 @default.
- W19791191 hasConcept C88757350 @default.
- W19791191 hasConcept C91602232 @default.
- W19791191 hasConcept C97355855 @default.
- W19791191 hasConceptScore W19791191C105795698 @default.
- W19791191 hasConceptScore W19791191C121332964 @default.
- W19791191 hasConceptScore W19791191C126255220 @default.
- W19791191 hasConceptScore W19791191C134306372 @default.
- W19791191 hasConceptScore W19791191C135628077 @default.
- W19791191 hasConceptScore W19791191C149782125 @default.
- W19791191 hasConceptScore W19791191C194483076 @default.
- W19791191 hasConceptScore W19791191C19499675 @default.
- W19791191 hasConceptScore W19791191C24189920 @default.
- W19791191 hasConceptScore W19791191C2777021972 @default.
- W19791191 hasConceptScore W19791191C2779664328 @default.
- W19791191 hasConceptScore W19791191C2779834249 @default.
- W19791191 hasConceptScore W19791191C2780695682 @default.
- W19791191 hasConceptScore W19791191C28826006 @default.
- W19791191 hasConceptScore W19791191C33923547 @default.
- W19791191 hasConceptScore W19791191C62520636 @default.
- W19791191 hasConceptScore W19791191C85393063 @default.
- W19791191 hasConceptScore W19791191C88757350 @default.
- W19791191 hasConceptScore W19791191C91602232 @default.
- W19791191 hasConceptScore W19791191C97355855 @default.
- W19791191 hasIssue "1" @default.
- W19791191 hasLocation W197911911 @default.
- W19791191 hasOpenAccess W19791191 @default.
- W19791191 hasPrimaryLocation W197911911 @default.
- W19791191 hasRelatedWork W1581291614 @default.
- W19791191 hasRelatedWork W1847828907 @default.
- W19791191 hasRelatedWork W1909289471 @default.
- W19791191 hasRelatedWork W1964169343 @default.
- W19791191 hasRelatedWork W196888611 @default.
- W19791191 hasRelatedWork W2042709501 @default.
- W19791191 hasRelatedWork W2119734576 @default.
- W19791191 hasRelatedWork W2125712072 @default.
- W19791191 hasRelatedWork W2164642770 @default.
- W19791191 hasRelatedWork W2269782356 @default.
- W19791191 hasRelatedWork W2321695725 @default.
- W19791191 hasRelatedWork W2339809826 @default.
- W19791191 hasRelatedWork W253721128 @default.
- W19791191 hasRelatedWork W2914857584 @default.
- W19791191 hasRelatedWork W3121791710 @default.
- W19791191 hasRelatedWork W3141437320 @default.
- W19791191 hasRelatedWork W3142789178 @default.
- W19791191 hasRelatedWork W3150601857 @default.
- W19791191 hasRelatedWork W3163909849 @default.
- W19791191 hasRelatedWork W3123263640 @default.
- W19791191 hasVolume "13" @default.
- W19791191 isParatext "false" @default.
- W19791191 isRetracted "false" @default.
- W19791191 magId "19791191" @default.
- W19791191 workType "article" @default.