Pages that link to "Item:Q2398581"

The following pages link to Asymptotic expansion formula of option price under multifactor Heston model (Q2398581):

Displaying 3 items.

• The complete Gaussian kernel in the multi-factor Heston model: option pricing and implied volatility applications (Q2030533) (← links)
• The influence of shock signals on the change in volatility term structure (Q2324716) (← links)
• Geometric Asian options pricing under the double Heston stochastic volatility model with stochastic interest rate (Q2325143) (← links)