Pages that link to "Item:Q1743938"

The following pages link to A closed-form pricing formula for European options under the Heston model with stochastic interest rate (Q1743938):

Displaying 19 items.

• A note on ``A closed-form pricing formula for European options under the Heston model with stochastic interest rate'' (Q1713146) (← links)
• Pricing generalized variance swaps under the Heston model with stochastic interest rates (Q1997863) (← links)
• Numerically pricing convertible bonds under stochastic volatility or stochastic interest rate with an ADI-based predictor-corrector scheme (Q2004605) (← links)
• Equilibrium strategy for mean-variance-utility portfolio selection under Heston's SV model (Q2020524) (← links)
• Heston-GA hybrid option pricing model based on ResNet50 (Q2088431) (← links)
• Hybrid equity swap, cap, and floor pricing under stochastic interest by Markov chain approximation (Q2098074) (← links)
• Stochastic pricing formulation for hybrid equity warrants (Q2129745) (← 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)
• Geometric Asian options pricing under the double Heston stochastic volatility model with stochastic interest rate (Q2325143) (← links)
• Closed-form formulae for European options under three-factor models (Q2660490) (← links)
• Application of power series approximation techniques to valuation of European style options (Q5014193) (← links)
• An efficient conditional Monte Carlo method for European option pricing with stochastic volatility and stochastic interest rate (Q5030552) (← links)
• Option pricing under the Heston model where the interest rate follows the Vasicek model (Q5079996) (← links)
• A SEMI-ANALYTICAL PRICING FORMULA FOR EUROPEAN OPTIONS UNDER THE ROUGH HESTON-CIR MODEL (Q5112597) (← links)
• Option pricing under jump diffusion model (Q6580270) (← links)
• Valuing a European option under the Heston model with interest rate (Q6621062) (← links)
• Pricing exchange options under hybrid stochastic volatility and interest rate models (Q6653510) (← links)