Pages that link to "Item:Q4647281"

The following pages link to Pricing Asian options with stochastic volatility (Q4647281):

Displaying 21 items.

• Stochastic volatility asymptotics of stock loans: valuation and optimal stopping (Q439269) (← links)
• Pricing Asian options in a stochastic volatility model with jumps (Q529935) (← links)
• On the explicit evaluation of the geometric Asian options in stochastic volatility models with jumps (Q535466) (← links)
• A unified approach for the pricing of options relating to averages (Q1627630) (← links)
• A multiscale extension of the Margrabe formula under stochastic volatility (Q1693945) (← links)
• Pricing of the geometric Asian options under a multifactor stochastic volatility model (Q2074887) (← links)
• Short maturity conditional Asian options in local volatility models (Q2175467) (← links)
• Portfolio optimization for assets with stochastic yields and stochastic volatility (Q2317849) (← links)
• Pricing of options in the singular perturbed stochastic volatility model (Q2400320) (← links)
• Pricing average options under time-changed Lévy processes (Q2447509) (← links)
• Jumps and stochastic volatility in crude oil prices and advances in average option pricing (Q4554251) (← links)
• Geometric Asian option pricing in general affine stochastic volatility models with jumps (Q4555113) (← links)
• FIRST-ORDER ASYMPTOTICS OF PATH-DEPENDENT DERIVATIVES IN MULTISCALE STOCHASTIC VOLATILITY ENVIRONMENT (Q4565075) (← links)
• MOST-LIKELY-PATH IN ASIAN OPTION PRICING UNDER LOCAL VOLATILITY MODELS (Q4584697) (← links)
• An Extension of the Chaos Expansion Approximation for the Pricing of Exotic Basket Options (Q4585895) (← links)
• <i>Stochastic Correlation and Volatility Mean-reversion</i>– Empirical Motivation and Derivatives Pricing via Perturbation Theory (Q4586319) (← links)
• Pricing Asian options in a semimartingale model (Q4610222) (← links)
• Geometric Asian options: valuation and calibration with stochastic volatility (Q4610238) (← links)
• Variance reduction for Monte Carlo methods to evaluate option prices under multi-factor stochastic volatility models (Q4610269) (← links)
• Stochastic interest rate modelling using a single or multiple curves: an empirical performance analysis of the Lévy forward price model (Q5139218) (← links)
• BOUNDS ON PRICES FOR ASIAN OPTIONS VIA FOURIER METHODS (Q5369446) (← links)