Pages that link to "Item:Q5397429"
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The following pages link to Low-bias simulation scheme for the Heston model by Inverse Gaussian approximation (Q5397429):
Displayed 3 items.
- General Optimized Lower and Upper Bounds for Discrete and Continuous Arithmetic Asian Options (Q2806817) (← links)
- Jumps and stochastic volatility in crude oil prices and advances in average option pricing (Q4554251) (← links)
- On the Estimation of Jump-Diffusion Models Using Intraday Data: A Filtering-Based Approach (Q4990515) (← links)