Pages that link to "Item:Q274843"
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The following pages link to A generic decomposition formula for pricing vanilla options under stochastic volatility models (Q274843):
Displayed 4 items.
- Option price decomposition in spot-dependent volatility models and some applications (Q1794087) (← links)
- DECOMPOSITION FORMULA FOR JUMP DIFFUSION MODELS (Q4645330) (← links)
- DECOMPOSITION FORMULA FOR ROUGH VOLTERRA STOCHASTIC VOLATILITY MODELS (Q4994441) (← links)
- Approximate option pricing under a two-factor Heston-Kou stochastic volatility model (Q6149566) (← links)