Pages that link to "Item:Q4585682"

The following pages link to Pricing timer options and variance derivatives with closed-form partial transform under the 3/2 model (Q4585682):

Displayed 6 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)