Pricing European Options Under Stochastic Volatilities Models (Q2960559): Difference between revisions

From MaRDI portal
Set OpenAlex properties.
ReferenceBot (talk | contribs)
Changed an Item
 
Property / cites work
 
Property / cites work: American option pricing under two stochastic volatility processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Shape and Term Structure of the Index Option Smirk: Why Multifactor Stochastic Volatility Models Work So Well / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Valuation of American Options for a Class of Diffusion Processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Transform Analysis and Asset Pricing for Affine Jump-diffusions / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Novel Pricing Method for European Options Based on Fourier-Cosine Series Expansions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Two singular diffusion problems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Extension of stochastic volatility equity models with the Hull–White interest rate process / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options / rank
 
Normal rank
Property / cites work
 
Property / cites work: OPTIMAL STATIC–DYNAMIC HEDGES FOR BARRIER OPTIONS / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5327139 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Martingale methods in financial modelling. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Contingent Claims and Market Completeness in a Stochastic Volatility Model / rank
 
Normal rank

Latest revision as of 11:29, 13 July 2024

scientific article
Language Label Description Also known as
English
Pricing European Options Under Stochastic Volatilities Models
scientific article

    Statements

    Pricing European Options Under Stochastic Volatilities Models (English)
    0 references
    0 references
    0 references
    0 references
    0 references
    17 February 2017
    0 references
    0 references
    financial markets
    0 references
    option pricing
    0 references
    stochastic volatilities
    0 references
    asymptotic expansion
    0 references
    0 references