Pages that link to "Item:Q483714"
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The following pages link to Gamma expansion of the Heston stochastic volatility model (Q483714):
Displayed 20 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)
- Backward simulation methods for pricing American options under the CIR process (Q4555172) (← links)
- Series Expansions and Direct Inversion for the Heston Model (Q4988549) (← links)
- Moments of integrated exponential Lévy processes and applications to Asian options pricing (Q5039631) (← links)
- Model-driven statistical arbitrage on LETF option markets (Q5212060) (← links)
- Simulating random variables using moment-generating functions and the saddlepoint approximation (Q5219231) (← links)
- The stochastic collocation Monte Carlo sampler: highly efficient sampling from ‘expensive’ distributions (Q5234297) (← links)
- Weak Convergence Rate of a Time-Discrete Scheme for the Heston Stochastic Volatility Model (Q5346007) (← links)
- Low-bias simulation scheme for the Heston model by Inverse Gaussian approximation (Q5397429) (← links)