Pages that link to "Item:Q1621902"
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The following pages link to An analytical approximation for single barrier options under stochastic volatility models (Q1621902):
Displaying 6 items.
- Efficient simulation for pricing barrier options with two-factor stochastic volatility and stochastic interest rate (Q1992683) (← links)
- Closed form valuation of barrier options with stochastic barriers (Q2151659) (← links)
- Modelling and forecasting the kurtosis and returns distributions of financial markets: irrational fractional Brownian motion model approach (Q2241128) (← links)
- Artificial neural network for option pricing with and without asymptotic correction (Q5014190) (← links)
- Pricing double volatility barriers option under stochastic volatility (Q5086643) (← links)
- AN APPROXIMATION METHOD FOR PRICING CONTINUOUS BARRIER OPTIONS UNDER MULTI-ASSET LOCAL STOCHASTIC VOLATILITY MODELS (Q5854319) (← links)
