Pages that link to "Item:Q2339015"
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The following pages link to Multiscale analysis of a perpetual American option with the stochastic elasticity of variance (Q2339015):
Displaying 6 items.
- Pricing turbo warrants under stochastic elasticity of variance (Q508292) (← links)
- Stochastic elasticity of variance with stochastic interest rates (Q892883) (← links)
- The correction of multiscale stochastic volatility to American put option: an asymptotic approximation and finite difference approach (Q2236410) (← links)
- A closed-form analytic correction to the Black-Scholes-Merton price for perpetual American options (Q2339349) (← links)
- Estimating the Constant Elasticity of Variance Model with Data-Driven Markov Chain Monte Carlo Methods (Q2973368) (← links)
- Portfolio optimization under the stochastic elasticity of variance (Q5170138) (← links)
