Pages that link to "Item:Q525208"
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The following pages link to Does the Hurst index matter for option prices under fractional volatility? (Q525208):
Displaying 3 items.
- An analytical approximation for single barrier options under stochastic volatility models (Q1621902) (← links)
- Option pricing under fast-varying and rough stochastic volatility (Q1630429) (← links)
- Option pricing with fractional stochastic volatility and discontinuous payoff function of polynomial growth (Q1739388) (← links)
