Pages that link to "Item:Q5374083"

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

Displaying 29 items.

• A Stochastic Volatility Alternative to SABR (Q5504162) (← links)
• Volatility Risk For Regime-Switching Models (Q5716001) (← links)
• Option pricing under stochastic volatility: the exponential Ornstein–Uhlenbeck model (Q5853625) (← links)
• ANALYTIC CALCULATION OF EUROPEAN OPTION PRICING IN STOCHASTIC VOLATILITY ASSET MODEL (Q5863383) (← links)
• WEAK ERROR RATES FOR OPTION PRICING UNDER LINEAR ROUGH VOLATILITY (Q5878691) (← links)
• Implicit solution of uncertain volatility/transaction cost option pricing models with discretely observed barriers. (Q5931564) (← links)
• An equilibrium asset pricing model based on Lévy processes: Relations to stochastic volatility, and the survival hypothesis (Q5938035) (← 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)
• Option pricing under time interval driven model (Q6171877) (← 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)
• Optimal reinsurance-investment problem under a CEV model: stochastic differential game formulation (Q6534455) (← links)
• Option pricing under double stochastic volatility model with stochastic interest rates and double exponential jumps with stochastic intensity (Q6534650) (← links)
• Pricing for a vulnerable bull spread options using a mixed modified fractional Hull-White-Vasicek model (Q6547039) (← links)
• Quantile hedging in the complete financial market under the mixed fractional Brownian motion model and the liquidity constraint (Q6556762) (← links)
• The mean-reverting 4/2 stochastic volatility model: properties and financial applications (Q6578150) (← links)
• Foreign exchange rate volatility smiles and smirks (Q6579568) (← links)