Pages that link to "Item:Q488214"
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The following pages link to Efficiently pricing double barrier derivatives in stochastic volatility models (Q488214):
Displayed 5 items.
- An analytic expansion method for the valuation of double-barrier options under a stochastic volatility model (Q504846) (← links)
- Pricing exotic options in a regime switching economy: a Fourier transform method (Q1621619) (← links)
- Barrier option pricing of mean-reverting stock model in uncertain environment (Q1997677) (← links)
- On the convergence scheme in the CRR model (Q6169081) (← links)
- Valuation of variable annuities under stochastic volatility and stochastic jump intensity (Q6169665) (← links)