Pages that link to "Item:Q1694942"

The following pages link to Full and fast calibration of the Heston stochastic volatility model (Q1694942):

Displayed 19 items.

• DG framework for pricing European options under one-factor stochastic volatility models (Q724549) ‎ (← links)
• A closed-form pricing formula for European options under a new stochastic volatility model with a stochastic long-term mean (Q829337) ‎ (← links)
• A Shannon wavelet method for pricing foreign exchange options under the Heston multi-factor CIR model (Q1633313) ‎ (← links)
• On the calibration of the 3/2 model (Q1734372) ‎ (← links)
• A neural network-based framework for financial model calibration (Q2022121) ‎ (← links)
• Fast reconstruction of time-dependent market volatility for European options (Q2027727) ‎ (← links)
• Pricing discretely-monitored double barrier options with small probabilities of execution (Q2029343) ‎ (← links)
• The complete Gaussian kernel in the multi-factor Heston model: option pricing and implied volatility applications (Q2030533) ‎ (← links)
• On the application of Wishart process to the pricing of equity derivatives: the multi-asset case (Q2051154) ‎ (← links)
• Economic scenario generators: a risk management tool for insurance (Q2094843) ‎ (← links)
• Two-factor Heston model equipped with regime-switching: American option pricing and model calibration by Levenberg-Marquardt optimization algorithm (Q2095684) ‎ (← links)
• Stochastic pricing formulation for hybrid equity warrants (Q2129745) ‎ (← links)
• Quantization meets Fourier: a new technology for pricing options (Q2288923) ‎ (← links)
• Computational technique for simulating variable-order fractional Heston model with application in US stock market (Q2418460) ‎ (← links)
• An exploration of a balanced up-downwind scheme for solving Heston volatility model equations on variable grids (Q2632499) ‎ (← links)
• Calibration and advanced simulation schemes for the Wishart stochastic volatility model (Q5234328) ‎ (← links)
• A systematic and efficient simulation scheme for the Greeks of financial derivatives (Q5234352) ‎ (← links)
• VOLATILITY INFERENCE AND RETURN DEPENDENCIES IN STOCHASTIC VOLATILITY MODELS (Q5377003) ‎ (← links)
• Impact of rough stochastic volatility models on long-term life insurance pricing (Q6173889) ‎ (← links)