Pages that link to "Item:Q1992683"
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The following pages link to Efficient simulation for pricing barrier options with two-factor stochastic volatility and stochastic interest rate (Q1992683):
Displaying 5 items.
- An RBF-FD sparse scheme to simulate high-dimensional Black-Scholes partial differential equations (Q2004501) (← links)
- Pricing external barrier options under a stochastic volatility model (Q2029429) (← links)
- Variance swaps, volatility swaps, hedging and bounds under multi-factor Heston stochastic volatility model (Q4986444) (← links)
- Asymptotic expansion method for pricing and hedging American options with two-factor stochastic volatilities and stochastic interest rate (Q5030547) (← links)
- An analytical approximation method for pricing barrier options under the double Heston model (Q5077926) (← links)
