Pages that link to "Item:Q504846"

The following pages link to An analytic expansion method for the valuation of double-barrier options under a stochastic volatility model (Q504846):

Displayed 5 items.

• Pricing vulnerable path-dependent options using integral transforms (Q344273) ‎ (← links)
• Efficient simulation for pricing barrier options with two-factor stochastic volatility and stochastic interest rate (Q1992683) ‎ (← links)
• Pricing external barrier options under a stochastic volatility model (Q2029429) ‎ (← links)
• Design of green bonds by double-barrier options (Q2182829) ‎ (← links)
• Pricing double volatility barriers option under stochastic volatility (Q5086643) ‎ (← links)