Pages that link to "Item:Q5374083"

The following pages link to Stock Price Distributions with Stochastic Volatility: An Analytic Approach (Q5374083):

Displaying 3 items.

• Exact simulation of the Ornstein-Uhlenbeck driven stochastic volatility model (Q1713775) (← links)
• Precise asymptotics: robust stochastic volatility models (Q2240838) (← links)
• American option pricing under the double Heston model based on asymptotic expansion (Q5234286) (← links)