Pages that link to "Item:Q5374083"

The following pages link to Stock Price Distributions with Stochastic Volatility: An Analytic Approach (Q5374083):

Displaying 17 items.

• A Stochastic Volatility Alternative to SABR (Q5504162) (← links)
• ANALYTIC CALCULATION OF EUROPEAN OPTION PRICING IN STOCHASTIC VOLATILITY ASSET MODEL (Q5863383) (← links)
• The Laplace transform of the integrated Volterra Wishart process (Q6054411) (← links)
• Stochastic local volatility models and the Wei-Norman factorization method (Q6105360) (← links)
• On optimal constrained investment strategies for long-term savers in stochastic environments and probability hedging (Q6109848) (← links)
• Large deviation principles for stochastic volatility models with reflection (Q6111035) (← links)
• (Q6122009) (← links)
• Analytically pricing European options with a two-factor Stein-Stein model (Q6126086) (← links)
• Analytical solvability and exact simulation in models with affine stochastic volatility and Lévy jumps (Q6146678) (← links)
• Models with Uncertain Volatility (Q6153044) (← links)
• A stochastic-local volatility model with Lévy jumps for pricing derivatives (Q6160626) (← links)
• Robust optimal investment strategies for mean-variance asset-liability management under 4/2 stochastic volatility models (Q6164849) (← links)
• Maximum likelihood estimation of latent Markov models using closed-form approximations (Q6199638) (← links)
• APPROXIMATE PRICING OF DERIVATIVES UNDER FRACTIONAL STOCHASTIC VOLATILITY MODEL (Q6204621) (← links)
• Projection and contraction method for the valuation of American options under regime switching (Q6495298) (← links)
• Dynamic trading volume (Q6497100) (← links)
• Exact simulation of the multifactor Ornstein-Uhlenbeck driven stochastic volatility model (Q6498604) (← links)