Pages that link to "Item:Q2400320"

The following pages link to Pricing of options in the singular perturbed stochastic volatility model (Q2400320):

Displaying 2 items.

• Hedging of options for jump-diffusion stochastic volatility models by Malliavin calculus (Q2119814) (← links)
• CCF approach for asymptotic option pricing under the CEV diffusion (Q5030626) (← links)