The following pages link to (Q3102961):
Displaying 8 items.
- Stochastic asset flow equations: interdependence of trend and volatility (Q2069088) (← links)
- Derivation of non-classical stochastic price dynamics equations (Q2142299) (← links)
- FAST HILBERT TRANSFORM ALGORITHMS FOR PRICING DISCRETE TIMER OPTIONS UNDER STOCHASTIC VOLATILITY MODELS (Q3460680) (← links)
- PRICING TIMER OPTIONS: SECOND-ORDER MULTISCALE STOCHASTIC VOLATILITY ASYMPTOTICS (Q5158756) (← links)
- Timer option pricing of stochastic volatility model with changing coefficients under time-varying interest rate (Q5225364) (← links)
- PRICING PERPETUAL TIMER OPTION UNDER THE STOCHASTIC VOLATILITY MODEL OF HULL–WHITE (Q5370796) (← links)
- (Q5886723) (← links)
- Valuing of timer path-dependent options (Q6089609) (← links)
