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Journals and Conferences
In this paper, the asset price follows mean reverting and jump diffusion with stochastic volatility and stochastic intensity. We find a formulation for the option pricing in terms of characteristic… (More)
In this paper we present identities involving common factors of k - Jacobsthal and k - Jacobsthal - Lucas numbers. Also Binet's formula will employ to this identity.
In this paper, we present generalized identities involving common factors of k-Fibonacci-Like and k-Lucas Number. Binet's formula will employ to obtain the identities.
An alternative option pricing model is proposed, in which the asset prices follow the jump-diffusion model with stochastic volatility and stochastic intensity. The stochastic volatility follows the… (More)