Pages that link to "Item:Q3502207"

The following pages link to Stochastic Volatility: Option Pricing using a Multinomial Recombining Tree (Q3502207):

Displaying 16 items.

• Numerical solutions for option pricing models including transaction costs and stochastic volatility (Q411468) (← links)
• Estimation and pricing under long-memory stochastic volatility (Q470523) (← links)
• Portfolio optimization in discrete time with proportional transaction costs under stochastic volatility (Q470525) (← links)
• Solutions to a gradient-dependent integro-differential parabolic problem arising in the pricing of financial options in a Lévy market (Q641552) (← links)
• Solutions to an integro-differential parabolic problem arising in the pricing of financial options in a Lévy market (Q660712) (← links)
• A new tree method for pricing financial derivatives in a regime-switching mean-reverting model (Q1926230) (← links)
• European option pricing under stochastic volatility jump-diffusion models with transaction cost (Q2308485) (← links)
• Pricing mining concessions based on combined multinomial pricing model (Q2398570) (← links)
• PRICING EUROPEAN AND AMERICAN OPTIONS IN THE HESTON MODEL WITH ACCELERATED EXPLICIT FINITE DIFFERENCING METHODS (Q2841332) (← links)
• Stochastic volatility and option pricing with long-memory in discrete and continuous time (Q2873036) (← links)
• Nonlinear problems modeling stochastic volatility and transaction costs (Q2873038) (← links)
• Sequential Monte Carlo Methods for Option Pricing (Q3168706) (← links)
• REGIME-SWITCHING RECOMBINING TREE FOR OPTION PRICING (Q3580220) (← links)
• Numerical methods applied to option pricing models with transaction costs and stochastic volatility (Q4619506) (← links)
• A stochastic local volatility technique for TARN options (Q5030544) (← links)
• Numerical solutions to an integro-differential parabolic problem arising in the pricing of financial options in a Levy market (Q5245903) (← links)