Pages that link to "Item:Q5374080"
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The following pages link to A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options (Q5374080):
Displaying 15 items.
- Estimation of risk-neutral density surfaces (Q645506) (← links)
- A predictor-corrector scheme based on the ADI method for pricing american puts with stochastic volatility (Q651445) (← links)
- The Heston stochastic volatility model with piecewise constant parameters -- efficient calibration and pricing of window barrier options (Q1643855) (← links)
- VIX-linked fees for GMWBs via explicit solution simulation methods (Q1667404) (← links)
- Exact simulation of the Ornstein-Uhlenbeck driven stochastic volatility model (Q1713775) (← links)
- Pricing and hedging GMWB in the Heston and in the Black-Scholes with stochastic interest rate models (Q1722758) (← links)
- Precise asymptotics: robust stochastic volatility models (Q2240838) (← links)
- Optimal demand in a mispriced asymmetric Carr-Geman-Madan-Yor (CGMY) economy (Q2334406) (← links)
- Pricing Parisian option under a stochastic volatility model (Q2336869) (← links)
- BENCHOP – The BENCHmarking project in option pricing (Q2804496) (← links)
- VOLATILITY EFFECTS ON THE ESCAPE TIME IN FINANCIAL MARKET MODELS (Q3619056) (← links)
- Asymptotic Implied Volatility at the Second Order with Application to the SABR Model (Q4560327) (← links)
- AMF-type W-methods for Parabolic Problems with Mixed Derivatives (Q4683933) (← links)
- American option pricing under the double Heston model based on asymptotic expansion (Q5234286) (← links)
- Volatility of volatility and leverage effect from options (Q6118716) (← links)
