Kim, Namhyoung; Lee, Younhee Estimation and prediction under local volatility jump-diffusion model. (English) Zbl 1514.91206 Physica A 491, 729-740 (2018). MSC: 91G70 62P05 91G20 PDFBibTeX XMLCite \textit{N. Kim} and \textit{Y. Lee}, Physica A 491, 729--740 (2018; Zbl 1514.91206) Full Text: DOI
Gong, Pu; Dai, Jun Pricing real estate index options under stochastic interest rates. (English) Zbl 1492.91424 Physica A 479, 309-323 (2017). MSC: 91G60 65M06 91G20 91G30 PDFBibTeX XMLCite \textit{P. Gong} and \textit{J. Dai}, Physica A 479, 309--323 (2017; Zbl 1492.91424) Full Text: DOI