Pages that link to "Item:Q483714"

The following pages link to Gamma expansion of the Heston stochastic volatility model (Q483714):

Displaying 14 items.

• Bessel bridges decomposition with varying dimension: applications to finance (Q482808) (← links)
• The moments of a diffusion process (Q1642244) (← links)
• Full and fast calibration of the Heston stochastic volatility model (Q1694942) (← links)
• Exact simulation of the Ornstein-Uhlenbeck driven stochastic volatility model (Q1713775) (← links)
• A general framework for pricing Asian options under stochastic volatility on parallel architectures (Q1991237) (← links)
• General multilevel Monte Carlo methods for pricing discretely monitored Asian options (Q2023956) (← links)
• Estimating option Greeks under the stochastic volatility using simulation (Q2149316) (← links)
• Higher-order weak schemes for the Heston stochastic volatility model by extrapolation (Q2235889) (← links)
• Modeling rate of adaptive trait evolution using Cox-Ingersoll-Ross process: an approximate Bayesian computation approach (Q2305319) (← links)
• BESSEL PROCESSES, STOCHASTIC VOLATILITY, AND TIMER OPTIONS (Q2788692) (← links)
• CHI-SQUARE SIMULATION OF THE CIR PROCESS AND THE HESTON MODEL (Q2841330) (← links)
• EXACT SIMULATION OF THE 3/2 MODEL (Q3166709) (← links)
• Multilevel Monte Carlo simulation for the Heston stochastic volatility model (Q6144993) (← links)
• Analytical solvability and exact simulation in models with affine stochastic volatility and Lévy jumps (Q6146678) (← links)