A new analytical approximation for European puts with stochastic volatility (Q972953): Difference between revisions

@@ Property / cites work @@
+Q4509488
@@ Property / cites work: Q4509488 / rank @@
+Normal rank
@@ Property / cites work @@
+A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options
+Normal rank
@@ Property / cites work @@
+An Asymptotic Analysis of an Optimal Hedging Model for Option Pricing with Transaction Costs
+Normal rank
@@ Property / cites work @@
+American options on assets with dividends near expiry
+Normal rank
@@ Property / cites work @@
+Matched asymptotic expansions in financial engineering
+Normal rank
@@ Property / cites work @@
+THE BLACK-SCHOLES EQUATION REVISITED: ASYMPTOTIC EXPANSIONS AND SINGULAR PERTURBATIONS
+Normal rank
@@ Property / cites work @@
+Q4868571
@@ Property / cites work: Q4868571 / rank @@
+Normal rank
@@ Property / cites work @@
+A predictor-corrector scheme based on the ADI method for pricing american puts with stochastic volatility
+Normal rank
@@ Property / cites work @@
+Q4680537
@@ Property / cites work: Q4680537 / rank @@
+Normal rank