Pages that link to "Item:Q1582802"
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The following pages link to Modular pricing of options. An application of Fourier analysis (Q1582802):
Displaying 5 items.
- An explicitly solvable Heston model with stochastic interest rate (Q320946) (← links)
- On the valuation of fader and discrete barrier options in Heston's stochastic volatility model (Q3005361) (← links)
- COMPLEX LOGARITHMS IN HESTON-LIKE MODELS (Q3161742) (← links)
- Can negative interest rates really affect option pricing? Empirical evidence from an explicitly solvable stochastic volatility model (Q4555139) (← links)
- Pricing multi-asset American option under Heston-CIR diffusion model with jumps (Q5082773) (← links)