Vote for your favorite mineral in #MinCup25! - Dioptase vs. Wavellite
It's a green, green world for kiwi #wavellite vs desert emerald #dioptase.
Log InRegister
Quick Links : The Mindat ManualThe Rock H. Currier Digital LibraryMindat Newsletter [Free Download]
Home PageAbout MindatThe Mindat ManualHistory of MindatCopyright StatusWho We AreContact UsAdvertise on Mindat
Donate to MindatCorporate SponsorshipSponsor a PageSponsored PagesMindat AdvertisersAdvertise on Mindat
Learning CenterWhat is a mineral?The most common minerals on earthInformation for EducatorsMindat ArticlesThe ElementsThe Rock H. Currier Digital LibraryGeologic Time
Minerals by PropertiesMinerals by ChemistryAdvanced Locality SearchRandom MineralRandom LocalitySearch by minIDLocalities Near MeSearch ArticlesSearch GlossaryMore Search Options
Search For:
Mineral Name:
Locality Name:
Keyword(s):
 
The Mindat ManualAdd a New PhotoRate PhotosLocality Edit ReportCoordinate Completion ReportAdd Glossary Item
Mining CompaniesStatisticsUsersMineral MuseumsClubs & OrganizationsMineral Shows & EventsThe Mindat DirectoryDevice SettingsThe Mineral Quiz
Photo SearchPhoto GalleriesSearch by ColorNew Photos TodayNew Photos YesterdayMembers' Photo GalleriesPast Photo of the Day GalleryPhotography

Zhang, Sumei, Zhang, Jianke (2020) Asymptotic expansion method for pricing and hedging American options with two-factor stochastic volatilities and stochastic interest rate. International Journal of Computer Mathematics, 97. 546-563 doi:10.1080/00207160.2019.1579316

Advanced
   -   Only viewable:
Reference TypeJournal (article/letter/editorial)
TitleAsymptotic expansion method for pricing and hedging American options with two-factor stochastic volatilities and stochastic interest rate
JournalInternational Journal of Computer Mathematics
AuthorsZhang, SumeiAuthor
Zhang, JiankeAuthor
Year2020 (March 3)Volume97
PublisherInforma UK Limited
DOIdoi:10.1080/00207160.2019.1579316Search in ResearchGate
Generate Citation Formats
Mindat Ref. ID6647565Long-form Identifiermindat:1:5:6647565:7
GUID0
Full ReferenceZhang, Sumei, Zhang, Jianke (2020) Asymptotic expansion method for pricing and hedging American options with two-factor stochastic volatilities and stochastic interest rate. International Journal of Computer Mathematics, 97. 546-563 doi:10.1080/00207160.2019.1579316
Plain TextZhang, Sumei, Zhang, Jianke (2020) Asymptotic expansion method for pricing and hedging American options with two-factor stochastic volatilities and stochastic interest rate. International Journal of Computer Mathematics, 97. 546-563 doi:10.1080/00207160.2019.1579316
In(n.d.) International Journal of Computer Mathematics Vol. 97. Informa UK Limited

See Also

These are possibly similar items as determined by title/reference text matching only.

Liang, Yijuan, Xu, Chenglong (2020) An efficient conditional Monte Carlo method for European option pricing with stochastic volatility and stochastic interest rate. International Journal of Computer Mathematics, 97. 638-655 doi:10.1080/00207160.2019.1584671
Zhang, Sumei, Geng, Junhao (2017) Efficiently pricing continuously monitored barrier options under stochastic volatility model with jumps. International Journal of Computer Mathematics, 94. 2166-2177 doi:10.1080/00207160.2016.1210796
Zhang, Sumei, Sun, Yudong (2017) Forward starting options pricing with double stochastic volatility, stochastic interest rates and double jumps. Journal of Computational and Applied Mathematics, 325. 34-41 doi:10.1016/j.cam.2017.04.013
Deng, Guohe, Liu, Shuai (2024) Forward starting options pricing under a regime-switching jump-diffusion model with Wishart stochastic volatility and stochastic interest rate. International Journal of Computer Mathematics, 101 (3) 331-356 doi:10.1080/00207160.2024.2327612
Cao, Jiling, Wang, Biyuan, Zhang, Wenjun (2022) Valuation of European options with stochastic interest rates and transaction costs. International Journal of Computer Mathematics, 99 (2) 227-239 doi:10.1080/00207160.2021.1925114
Jiang, Le, Xu, Chenglong (2023) A new options pricing method: semi-stochastic kernel regression method with constraints. International Journal of Computer Mathematics, 100 (8) 1809-1820 doi:10.1080/00207160.2023.2217302
Ruan, Xinfeng, Zhang, Wenjun (2019) A note on “A closed-form pricing formula for European options under the Heston model with stochastic interest rate”. Journal of Computational and Applied Mathematics, 350. 55-56 doi:10.1016/j.cam.2018.10.002
Zhao, Yuxin; Yang, Jianhui (2025) Barrier option pricing and hedging model under stochastic conditions. International Journal of Computer Mathematics, 102 (5). doi:10.1080/00207160.2025.2459121
Zhou, Ke (2025) Pricing exchange options under hybrid stochastic volatility and interest rate models. Journal of Computational and Applied Mathematics, 457. doi:10.1016/j.cam.2024.116261
Jain, Shashi, Oosterlee, Cornelis W. (2012) Pricing high-dimensional Bermudan options using the stochastic grid method. International Journal of Computer Mathematics, 89. 1186-1211 doi:10.1080/00207160.2012.690035
Sun, Youfa (2015) Efficient pricing and hedging under the double Heston stochastic volatility jump-diffusion model. International Journal of Computer Mathematics, 92. 2551-2574 doi:10.1080/00207160.2015.1079311
 
and/or  
Mindat.org is an outreach project of the Hudson Institute of Mineralogy, a 501(c)(3) not-for-profit organization.
Copyright © mindat.org and the Hudson Institute of Mineralogy 1993-2025, except where stated. Most political location boundaries are © OpenStreetMap contributors. Mindat.org relies on the contributions of thousands of members and supporters. Founded in 2000 by Jolyon Ralph.
To cite: Ralph, J., Von Bargen, D., Martynov, P., Zhang, J., Que, X., Prabhu, A., Morrison, S. M., Li, W., Chen, W., & Ma, X. (2025). Mindat.org: The open access mineralogy database to accelerate data-intensive geoscience research. American Mineralogist, 110(6), 833–844. doi:10.2138/am-2024-9486.
Privacy Policy - Terms & Conditions - Contact Us / DMCA issues - Report a bug/vulnerability Current server date and time: September 10, 2025 09:21:24
Go to top of page