Pricing turbo warrants under stochastic elasticity of variance (Q508292): Difference between revisions

@@ Property / DOI @@
-.1016/j.chaos.2015.11.043
@@ Property / DOI: 10.1016/j.chaos.2015.11.043 / rank @@
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+https://doi.org/10.1016/j.chaos.2015.11.043
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+W2214781550
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@@ Property / cites work @@
+The Pricing of Options and Corporate Liabilities
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+Option pricing under hybrid stochastic and local volatility
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+A note on option pricing for the constant elasticity of variance model
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+Q4399897
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+Turbo warrants under stochastic volatility
@@ Property / cites work: Turbo warrants under stochastic volatility / rank @@
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+Portfolio optimization under the stochastic elasticity of variance
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+Pricing perpetual American options under multiscale stochastic elasticity of variance
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+A closed-form analytic correction to the Black-Scholes-Merton price for perpetual American options
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+Multiscale analysis of a perpetual American option with the stochastic elasticity of variance
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+Stochastic elasticity of variance with stochastic interest rates
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@@ Property / DOI @@
+.1016/J.CHAOS.2015.11.043
@@ Property / DOI: 10.1016/J.CHAOS.2015.11.043 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:508292