Pages that link to "Item:Q5397431"

The following pages link to Pricing of foreign exchange options under the Heston stochastic volatility model and CIR interest rates (Q5397431):

Displaying 21 items.

• Pricing FX options in the Heston/CIR jump-diffusion model with log-normal and log-uniform jump amplitudes (Q274846) (← links)
• Exponential integrability properties of Euler discretization schemes for the Cox-Ingersoll-Ross process (Q727912) (← links)
• A Gaussian radial basis function-finite difference technique to simulate the HCIR equation (Q1631428) (← links)
• A Shannon wavelet method for pricing foreign exchange options under the Heston multi-factor CIR model (Q1633313) (← links)
• A dimension reduction Shannon-wavelet based method for option pricing (Q1635866) (← links)
• Pricing variance swaps in a hybrid model of stochastic volatility and interest rate with regime-switching (Q1739344) (← links)
• Improved maximum likelihood estimation of Heston model and pricing efficiency test: Hong Kong Hang Seng index option (Q1793537) (← links)
• Computation of powered option prices under a general model for underlying asset dynamics (Q2074891) (← links)
• Pricing of FX options in the MPT/CIR jump-diffusion model with approximative fractional stochastic volatility (Q2163921) (← links)
• Foreign exchange options on Heston-CIR model under Lévy process framework (Q2698161) (← links)
• Pricing Options with Hybrid Stochastic Volatility Models (Q2958817) (← links)
• JOINING THE HESTON AND A THREE-FACTOR SHORT RATE MODEL: A CLOSED-FORM APPROACH (Q3467603) (← links)
• Smile and default: the role of stochastic volatility and interest rates in counterparty credit risk (Q4554240) (← links)
• Forward Start Foreign Exchange Options Under Heston’s Volatility and the CIR Interest Rates (Q4561924) (← links)
• Stochastic Gradient Descent in Continuous Time (Q4607057) (← links)
• A dimension and variance reduction Monte-Carlo method for option pricing under jump-diffusion models (Q4610213) (← links)
• Convergence of an Euler Scheme for a Hybrid Stochastic-Local Volatility Model with Stochastic Rates in Foreign Exchange Markets (Q4635245) (← links)
• Semi-analytical Pricing of Currency Options in the Heston/CIR Jump-Diffusion Hybrid Model (Q4682470) (← links)
• Dimension and variance reduction for Monte Carlo methods for high-dimensional models in finance (Q4682492) (← links)
• Calibration of a Hybrid Local-Stochastic Volatility Stochastic Rates Model with a Control Variate Particle Method (Q5742499) (← links)
• Hybrid Lévy Models: Design and Computational Aspects (Q5742508) (← links)