Stochastic elasticity of variance with stochastic interest rates (Q892883): Difference between revisions

@@ Property / cites work @@
+Pricing Options On Risky Assets In A Stochastic Interest Rate Economy<sup>1</sup>
+Normal rank
@@ Property / cites work @@
+The Pricing of Options and Corporate Liabilities
@@ Property / cites work: The Pricing of Options and Corporate Liabilities / rank @@
+Normal rank
@@ Property / cites work @@
+Second order multiscale stochastic volatility asymptotics: stochastic terminal layer analysis and calibration
+Normal rank
@@ Property / cites work @@
+Multiscale Stochastic Volatility for Equity, Interest Rate, and Credit Derivatives
+Normal rank
@@ Property / cites work @@
+Matched asymptotic expansions in financial engineering
+Normal rank
@@ Property / cites work @@
+Q4226819
@@ Property / cites work: Q4226819 / rank @@
+Normal rank
@@ Property / cites work @@
+Partial differential equations. 4th ed
@@ Property / cites work: Partial differential equations. 4th ed / rank @@
+Normal rank
@@ Property / cites work @@
+Q4002114
@@ Property / cites work: Q4002114 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4905685
@@ Property / cites work: Q4905685 / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic differential equations. An introduction with applications.
+Normal rank
@@ Property / cites work @@
+Q4504336
@@ Property / cites work: Q4504336 / rank @@
+Normal rank
@@ Property / cites work @@
+A Simple Proof of the Fredholm Alternative and a Characterization of the Fredholm Operators
+Normal rank
@@ Property / cites work @@
+Option pricing for a stochastic volatility Lévy model with stochastic interest rates
+Normal rank
@@ Property / cites work @@
+Portfolio optimization under the stochastic elasticity of variance
+Normal rank
@@ Property / cites work @@
+A closed-form analytic correction to the Black-Scholes-Merton price for perpetual American options
+Normal rank
@@ Property / cites work @@
+Multiscale analysis of a perpetual American option with the stochastic elasticity of variance
+Normal rank