Pages that link to "Item:Q3005361"

The following pages link to On the valuation of fader and discrete barrier options in Heston's stochastic volatility model (Q3005361):

Displaying 8 items.

• The evaluation of European compound option prices under stochastic volatility using Fourier transform techniques (Q744404) (← links)
• Efficient simulation for pricing barrier options with two-factor stochastic volatility and stochastic interest rate (Q1992683) (← links)
• Pricing path-dependent options under the Hawkes jump diffusion process (Q2097472) (← links)
• Valuing fade-in options with default risk in Heston-Nandi GARCH models (Q2165384) (← links)
• Pricing vulnerable fader options under stochastic volatility models (Q2691481) (← links)
• Pricing Path-Dependent Options with Discrete Monitoring under Time-Changed Lévy Processes (Q4682477) (← links)
• A closed-form pricing formula for catastrophe equity options (Q5051197) (← links)
• PRICING HOLDER-EXTENDABLE CALL OPTIONS WITH MEAN-REVERTING STOCHASTIC VOLATILITY (Q5112593) (← links)