Bégin, Jean-François; Godin, Frédéric Option pricing under stochastic volatility models with latent volatility. (English) Zbl 1522.91262 Quant. Finance 23, No. 7-8, 1079-1097 (2023). MSC: 91G20 × Cite Format Result Cite Review PDF Full Text: DOI
Huh, Jeonggyu; Jeon, Jaegi; Kim, Jeong-Hoon; Park, Hyejin A reduced PDE method for European option pricing under multi-scale, multi-factor stochastic volatility. (English) Zbl 1407.91250 Quant. Finance 19, No. 1, 155-175 (2019). MSC: 91G20 91G80 35Q91 × Cite Format Result Cite Review PDF Full Text: DOI
Kyriakou, Ioannis; Pouliasis, Panos K.; Papapostolou, Nikos C. Jumps and stochastic volatility in crude oil prices and advances in average option pricing. (English) Zbl 1400.91598 Quant. Finance 16, No. 12, 1859-1873 (2016). MSC: 91G20 60J75 × Cite Format Result Cite Review PDF Full Text: DOI Link