Pages that link to "Item:Q1761552"
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The following pages link to Option prices under stochastic volatility (Q1761552):
Displaying 6 items.
- Stability of approximate solution mappings for generalized Ky Fan inequality (Q286204) (← links)
- Option price with stochastic volatility for both fast and slow mean-reverting regimes (Q357435) (← links)
- An integro-differential parabolic variational inequality arising from the valuation of double barrier American option (Q488919) (← links)
- Option pricing and implied volatilities in a 2-hypergeometric stochastic volatility model (Q899403) (← links)
- A new kernel-based classification algorithm for multi-label datasets (Q1639340) (← links)
- Computation of powered option prices under a general model for underlying asset dynamics (Q2074891) (← links)