Pages that link to "Item:Q5374083"

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

Displaying 50 items.

• A study of the data augmentation strategy for stochastic differential equations (Q5036849) (← links)
• European call price modelling using neural networks in considering volatility as stochastic with comparison to the Heston model (Q5036853) (← links)
• European Option Pricing with Stochastic Volatility Models Under Parameter Uncertainty (Q5038294) (← links)
• (Q5043261) (← links)
• CALIBRATING LOCAL VOLATILITY MODELS WITH STOCHASTIC DRIFT AND DIFFUSION (Q5066306) (← links)
• A stochastic volatility factor model of heston type. Statistical properties and estimation (Q5085832) (← links)
• The implied volatility of Forward-Start options: ATM short-time level, skew and curvature (Q5086415) (← links)
• Continuation value computation using Malliavin calculus under general volatility stochastic process for American option pricing (Q5101025) (← links)
• A SEMI-ANALYTICAL PRICING FORMULA FOR EUROPEAN OPTIONS UNDER THE ROUGH HESTON-CIR MODEL (Q5112597) (← links)
• Mixing LSMC and PDE Methods to Price Bermudan Options (Q5112723) (← links)
• Polynomial Jump-Diffusion Models (Q5119413) (← links)
• Representation of exchange option prices under stochastic volatility jump-diffusion dynamics (Q5121499) (← links)
• Турбулентность и модель мультипликативного каскада волатильности (Q5141845) (← links)
• OPTION PRICING UNDER THE FRACTIONAL STOCHASTIC VOLATILITY MODEL (Q5158749) (← links)
• NON‐PARAMETRIC ESTIMATION OF HIGH‐FREQUENCY SPOT VOLATILITY FOR BROWNIAN SEMIMARTINGALE WITH JUMPS (Q5176864) (← links)
• NONPARAMETRIC FILTERING OF THE REALIZED SPOT VOLATILITY: A KERNEL-BASED APPROACH (Q5187622) (← links)
• Pricing arithmetic Asian option under a two-factor stochastic volatility model with jumps (Q5220943) (← links)
• Asymptotic behaviour of randomised fractional volatility models (Q5226253) (← links)
• American option pricing under the double Heston model based on asymptotic expansion (Q5234286) (← links)
• On the multi-dimensional portfolio optimization with stochastic volatility (Q5236140) (← links)
• CONSTRUCTION OF THE BLACK-SCHOLES PDE WITH JUMP-DIFFUSION MODEL (Q5237548) (← links)
• Volatility and dividend risk in perpetual American options (Q5239351) (← links)
• The probability distribution of returns in the exponential Ornstein–Uhlenbeck model (Q5239449) (← links)
• CLA’s, PLA’s and a new method for pricing general passport options (Q5245459) (← links)
• Numerical solutions to an integro-differential parabolic problem arising in the pricing of financial options in a Levy market (Q5245903) (← links)
• An optimal investment model with Markov-driven volatilities (Q5245919) (← links)
• Pricing of geometric Asian options under Heston's stochastic volatility model (Q5247235) (← links)
• Estimate nothing (Q5247922) (← links)
• A mathematical model for volatility flocking with a regime switching mechanism in a stock market (Q5255197) (← links)
• PRICING TWO-ASSET BARRIER OPTIONS UNDER STOCHASTIC CORRELATION VIA PERTURBATION (Q5256837) (← links)
• American option valuation in a stochastic volatility model with transaction costs (Q5265796) (← links)
• APPLICATION OF FLOCKING MECHANISM TO THE MODELING OF STOCHASTIC VOLATILITY (Q5300024) (← links)
• A PDE representation of the density of the minimal entropy martingale measure in stochastic volatility markets (Q5312715) (← links)
• (Q5318933) (← links)
• An application of the Malliavin calculus for calculating the precise and approximate prices of options with stochastic volatility (Q5351667) (← links)
• Constraint Ornstein-Uhlenbeck bridges (Q5366994) (← links)
• AN ANALYTICAL APPROACH FOR VARIANCE SWAPS WITH AN ORNSTEIN–UHLENBECK PROCESS (Q5370813) (← links)
• Two asset-barrier option under stochastic volatility (Q5373915) (← links)
• Optimal investment strategy for asset-liability management under the Heston model (Q5382938) (← links)
• PRICING OPTIONS FROM THE POINT OF VIEW OF A TRADER (Q5386315) (← links)
• Application in stochastic volatility models of nonlinear regression with stochastic design (Q5391299) (← links)
• On dependence of volatility on return for stochastic volatility models (Q5410814) (← links)
• Delay geometric Brownian motion in financial option valuation (Q5411907) (← links)
• VALUE-AT-RISK COMPUTATIONS IN STOCHASTIC VOLATILITY MODELS USING SECOND-ORDER WEAK APPROXIMATION SCHEMES (Q5411988) (← links)
• Test for dispersion constancy in stochastic differential equation models (Q5414508) (← links)
• PRICING DERIVATIVES ON MULTISCALE DIFFUSIONS: AN EIGENFUNCTION EXPANSION APPROACH (Q5416705) (← links)
• Model-free price hedge ratios for homogeneous claims on tradable assets (Q5433092) (← links)
• Volatility surfaces: theory, rules of thumb, and empirical evidence (Q5433097) (← links)
• On the implicit Black–Scholes formula (Q5451162) (← links)
• APPROXIMATING GARCH‐JUMP MODELS, JUMP‐DIFFUSION PROCESSES, AND OPTION PRICING (Q5472775) (← links)