Pages that link to "Item:Q1719127"

The following pages link to The pricing of Asian options in uncertain volatility model (Q1719127):

Displayed 2 items.

• An efficient Monte Carlo simulation for new uncertain Heston-CIR hybrid model (Q2100206) ‎ (← links)
• The PDEs and numerical scheme for derivatives under uncertainty volatility (Q2298029) ‎ (← links)