Pages that link to "Item:Q3000886"
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The following pages link to Representation of American Option Prices Under Heston Stochastic Volatility Dynamics Using Integral Transforms (Q3000886):
Displaying 3 items.
- A comparative study on time-efficient methods to price compound options in the Heston model (Q316625) (← links)
- The evaluation of European compound option prices under stochastic volatility using Fourier transform techniques (Q744404) (← links)
- The representation of American options prices under stochastic volatility and jump-diffusion dynamics (Q5746758) (← links)