Pages that link to "Item:Q4585682"
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The following pages link to Pricing timer options and variance derivatives with closed-form partial transform under the 3/2 model (Q4585682):
Displaying 9 items.
- Explicit solution simulation method for the 3/2 model (Q2080170) (← links)
- INTEGRAL REPRESENTATION OF PROBABILITY DENSITY OF STOCHASTIC VOLATILITY MODELS AND TIMER OPTIONS (Q4602498) (← links)
- PRICING TIMER OPTIONS: SECOND-ORDER MULTISCALE STOCHASTIC VOLATILITY ASYMPTOTICS (Q5158756) (← links)
- (Q5886723) (← links)
- Valuing of timer path-dependent options (Q6089609) (← links)
- Analytical solvability and exact simulation in models with affine stochastic volatility and Lévy jumps (Q6146678) (← links)
- Efficient recursion-quadrature algorithms for pricing Asian options and variance derivatives under stochastic volatility and Lévy jumps (Q6556204) (← links)
- Pricing of timer digital power options based on stochstic volatility (Q6563856) (← links)
- Pricing of timer volatility-barrier options under Heston's stochastic volatility model (Q6653561) (← links)
