Pages that link to "Item:Q2893077"
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The following pages link to Extension of stochastic volatility equity models with the Hull–White interest rate process (Q2893077):
Displayed 14 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)
- 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)
- 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)
- Pricing of foreign exchange options under the Heston stochastic volatility model and CIR interest rates (Q5397431) (← links)