Pages that link to "Item:Q2893077"

The following pages link to Extension of stochastic volatility equity models with the Hull–White interest rate process (Q2893077):

Displaying 25 items.

• Pricing FX options in the Heston/CIR jump-diffusion model with log-normal and log-uniform jump amplitudes (Q274846) (← links)
• An explicitly solvable Heston model with stochastic interest rate (Q320946) (← links)
• Robust portfolio optimization with multi-factor stochastic volatility (Q779874) (← links)
• The volatility target effect in structured investment products with capital protection (Q1621618) (← links)
• Computation of option Greeks under hybrid stochastic volatility models via Malliavin calculus (Q1645191) (← links)
• A closed-form pricing formula for European options under the Heston model with stochastic interest rate (Q1743938) (← links)
• Efficient simulation for pricing barrier options with two-factor stochastic volatility and stochastic interest rate (Q1992683) (← links)
• Hybrid equity swap, cap, and floor pricing under stochastic interest by Markov chain approximation (Q2098074) (← links)
• Pricing of FX options in the MPT/CIR jump-diffusion model with approximative fractional stochastic volatility (Q2163921) (← links)
• Pricing the financial Heston-Hull-White model with arbitrary correlation factors via an adaptive FDM (Q2203803) (← links)
• Management strategies for a defined contribution pension fund under the hybrid stochastic volatility model (Q2322431) (← links)
• Closed-form formulae for European options under three-factor models (Q2660490) (← links)
• Pricing European Options Under Stochastic Volatilities Models (Q2960559) (← links)
• JOINING THE HESTON AND A THREE-FACTOR SHORT RATE MODEL: A CLOSED-FORM APPROACH (Q3467603) (← links)
• Can negative interest rates really affect option pricing? Empirical evidence from an explicitly solvable stochastic volatility model (Q4555139) (← links)
• Forward Start Foreign Exchange Options Under Heston’s Volatility and the CIR Interest Rates (Q4561924) (← links)
• Semi-analytical Pricing of Currency Options in the Heston/CIR Jump-Diffusion Hybrid Model (Q4682470) (← links)
• Convertible bond valuation in a jump diffusion setting with stochastic interest rates (Q4682998) (← links)
• Stochastic volatility double-jump-diffusions model: the importance of distribution type of jump amplitude (Q4976303) (← links)
• Asymptotic expansion method for pricing and hedging American options with two-factor stochastic volatilities and stochastic interest rate (Q5030547) (← links)
• A SEMI-ANALYTICAL PRICING FORMULA FOR EUROPEAN OPTIONS UNDER THE ROUGH HESTON-CIR MODEL (Q5112597) (← links)
• The valuation of variance swaps under stochastic volatility, stochastic interest rate and full correlation structure (Q5146449) (← links)
• Pricing of foreign exchange options under the Heston stochastic volatility model and CIR interest rates (Q5397431) (← links)
• Hybrid Lévy Models: Design and Computational Aspects (Q5742508) (← links)
• Implied higher order moments in the Heston model: a case study of S\&P500 index (Q6089406) (← links)