Valuation of European Options Under an Uncertain Market Price of Volatility Risk (Q5879358): Difference between revisions

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+Pricing and hedging derivative securities in markets with uncertain volatilities
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+Multigrid for American option pricing with stochastic volatility
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+European Option Pricing with Stochastic Volatility Models Under Parameter Uncertainty
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+Penalty methods for American options with stochastic volatility
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+A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options
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+Efficient numerical methods for pricing American options under stochastic volatility
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+Operator splitting methods for pricing American options under stochastic volatility
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+L2(Hγ1) Finite Element Convergence for Degenerate Isotropic Hamilton–Jacobi–Bellman Equations
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+Backward Stochastic Differential Equations in Finance
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+Multiscale methods for the valuation of American options with stochastic volatility
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+An unconditionally monotone numerical scheme for the two-factor uncertain volatility model
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+Uncertainty quantification and Heston model
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+Q3594586
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+A predictor-corrector scheme based on the ADI method for pricing american puts with stochastic volatility
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