Pages that link to "Item:Q340779"
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The following pages link to Pricing the European call option in the model with stochastic volatility driven by Ornstein-Uhlenbeck process. Exact formulas (Q340779):
Displaying 7 items.
- Option pricing in the model with stochastic volatility driven by Ornstein-Uhlenbeck process. Simulation (Q340795) (← links)
- Drift parameter estimation in stochastic differential equation with multiplicative stochastic volatility (Q502541) (← links)
- Option pricing with fractional stochastic volatility and discontinuous payoff function of polynomial growth (Q1739388) (← links)
- Fractional Cox-Ingersoll-Ross process with small Hurst indices (Q2326528) (← links)
- Stochastic representation and path properties of a fractional Cox–Ingersoll–Ross process (Q3120627) (← links)
- Stochastic differential equations with generalized stochastic volatility and statistical estimators (Q4686483) (← links)
- An application of the Malliavin calculus for calculating the precise and approximate prices of options with stochastic volatility (Q5351667) (← links)
