Pages that link to "Item:Q1656408"

The following pages link to An analytical approximation formula for European option pricing under a new stochastic volatility model with regime-switching (Q1656408):

Displayed 12 items.

• A closed-form pricing formula for European options under a new stochastic volatility model with a stochastic long-term mean (Q829337) ‎ (← links)
• A closed-form pricing formula for European options under the Heston model with stochastic interest rate (Q1743938) ‎ (← links)
• A closed-form pricing formula for forward start options under a regime-switching stochastic volatility model (Q2131630) ‎ (← links)
• Pricing variance and volatility swaps with stochastic volatility, stochastic interest rate and regime switching (Q2164576) ‎ (← links)
• A series-form solution for pricing variance and volatility swaps with stochastic volatility and stochastic interest rate (Q2202993) ‎ (← links)
• A regime switching fractional Black-Scholes model and European option pricing (Q2204497) ‎ (← links)
• Equilibrium price and optimal insider trading strategy under stochastic liquidity with long memory (Q2232753) ‎ (← links)
• A SEMI-ANALYTICAL PRICING FORMULA FOR EUROPEAN OPTIONS UNDER THE ROUGH HESTON-CIR MODEL (Q5112597) ‎ (← links)
• VARIANCE AND VOLATILITY SWAPS UNDER A TWO-FACTOR STOCHASTIC VOLATILITY MODEL WITH REGIME SWITCHING (Q5384677) ‎ (← links)
• Parameter estimation for time-fractional Black-Scholes equation with S\&P 500 index option (Q6145561) ‎ (← links)
• Option pricing under time interval driven model (Q6171877) ‎ (← links)
• PRICING AMERICAN OPTION USING A MODIFIED FRACTIONAL BLACK–SCHOLES MODEL UNDER MULTI-STATE REGIME SWITCHING (Q6182056) ‎ (← links)