Pages that link to "Item:Q375256"
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The following pages link to American stochastic volatility call option pricing: a lattice based approach (Q375256):
Displaying 6 items.
- A hybrid stock trading system using genetic network programming and mean conditional value-at-risk (Q300078) (← links)
- Hedging options under transaction costs and stochastic volatility (Q951343) (← links)
- Sequential Monte Carlo pricing of American-style options under stochastic volatility models (Q977632) (← links)
- American Option Valuation with Particle Filters (Q2917425) (← links)
- A LATTICE-BASED MODEL FOR EVALUATING BONDS AND INTEREST-SENSITIVE CLAIMS UNDER STOCHASTIC VOLATILITY (Q4571700) (← links)
- A quasi-analytical interpolation method for pricing American options under general multi-dimensional diffusion processes (Q5962134) (← links)
