Pages that link to "Item:Q1022284"
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The following pages link to Applications of Fourier transform to smile modeling. Theory and implementation. (Q1022284):
Displaying 13 items.
- Weighted average price in the Heston stochastic volatility model (Q1693861) (← links)
- An asymptotic expansion method for geometric Asian options pricing under the double Heston model (Q2213442) (← links)
- Barrier option pricing under the 2-hypergeometric stochastic volatility model (Q2406299) (← links)
- GENERALIZED BARNDORFF-NIELSEN AND SHEPHARD MODEL AND DISCRETELY MONITORED OPTION PRICING (Q2814674) (← links)
- Consistent Pricing of Options on Leveraged ETFs (Q2941473) (← links)
- Dimension and variance reduction for Monte Carlo methods for high-dimensional models in finance (Q4682492) (← links)
- Optimal Portfolio for the $\alpha$-Hypergeometric Stochastic Volatility Model (Q4987715) (← links)
- Speed and biases of Fourier-based pricing choices: a numerical analysis (Q5028604) (← links)
- A "COHERENT STATE TRANSFORM" APPROACH TO DERIVATIVE PRICING (Q5324398) (← links)
- Pricing Surrender Risk in Ratchet Equity-Index Annuities under Regime-Switching Lévy Processes (Q5379237) (← links)
- Large deviation principles for stochastic volatility models with reflection (Q6111035) (← links)
- Option pricing under double stochastic volatility model with stochastic interest rates and double exponential jumps with stochastic intensity (Q6534650) (← links)
- Pricing exchange options under hybrid stochastic volatility and interest rate models (Q6653510) (← links)
