Pages that link to "Item:Q2030533"
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The following pages link to The complete Gaussian kernel in the multi-factor Heston model: option pricing and implied volatility applications (Q2030533):
Displaying 5 items.
- Parameter identification for portfolio optimization with a slow stochastic factor (Q2101109) (← links)
- Exact simulation of the multifactor Ornstein-Uhlenbeck driven stochastic volatility model (Q6498604) (← links)
- Variance swaps with mean reversion and multi-factor variance (Q6554616) (← links)
- An efficient and provable sequential quadratic programming method for American and swing option pricing (Q6586252) (← links)
- The rough Hawkes Heston stochastic volatility model (Q6641084) (← links)
