Pages that link to "Item:Q500382"

The following pages link to Simulating from the Heston model: a gamma approximation scheme (Q500382):

Displaying 3 items.

• Explicit solution simulation method for the 3/2 model (Q2080170) (← links)
• A NOVEL ANALYTICAL APPROACH FOR PRICING DISCRETELY SAMPLED GAMMA SWAPS IN THE HESTON MODEL (Q5369443) (← links)
• Commodity Asian option pricing and simulation in a 4-factor model with jump clusters (Q6549599) (← links)