Pages that link to "Item:Q465438"
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The following pages link to Option pricing and hedging in incomplete market driven by normal tempered stable process with stochastic volatility (Q465438):
Displaying 4 items.
- Pricing and hedging European-style options in Lévy-based stochastic volatility models considering the leverage effect (Q252930) (← links)
- Pricing vulnerable European options under Lévy process with stochastic volatility (Q1727064) (← links)
- Option pricing and hedging for optimized Lévy driven stochastic volatility models (Q2410398) (← links)
- Asymptotic behavior and calibration of short-time option prices under the normal tempered stable model (Q5093724) (← links)
