Pages that link to "Item:Q1713193"
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The following pages link to On the existence and uniqueness of the solution to the double Heston model equation and valuing lookback option (Q1713193):
Displaying 4 items.
- Calibration of the double Heston model and an analytical formula in pricing American put option (Q2020499) (← links)
- Two-factor Heston model equipped with regime-switching: American option pricing and model calibration by Levenberg-Marquardt optimization algorithm (Q2095684) (← links)
- Lookback option pricing under the double Heston model using a deep learning algorithm (Q2099529) (← links)
- European option pricing under multifactor uncertain volatility model (Q2153662) (← links)
