Analytically pricing European options with a two-factor Stein-Stein model (Q6126086): Difference between revisions

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+The Pricing of Options and Corporate Liabilities
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+Normal rank
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+Option pricing when underlying stock returns are discontinuous
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+Stock Price Distributions with Stochastic Volatility: An Analytic Approach
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+Stochastic Volatility With an Ornstein–Uhlenbeck Process: An Extension
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+An alternative form to calibrate the correlated Stein-Stein option pricing model
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+A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options
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+PRICING OPTIONS ON VARIANCE IN AFFINE STOCHASTIC VOLATILITY MODELS
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+The Alpha‐Heston stochastic volatility model
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+Transform Analysis and Asset Pricing for Affine Jump-diffusions
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+Pricing variance and volatility swaps in a stochastic volatility model with regime switching: discrete observations case
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+A closed-form pricing formula for European options under a new stochastic volatility model with a stochastic long-term mean
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+A closed-form pricing formula for European options under a new three-factor stochastic volatility model with regime switching
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+Volatility swaps valuation under stochastic volatility with jumps and stochastic intensity
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+Publication:6126086