Pages that link to "Item:Q5397448"

The following pages link to Option pricing under hybrid stochastic and local volatility (Q5397448):

Displaying 23 items.

• Investment timing under hybrid stochastic and local volatility (Q340490) (← links)
• Pricing turbo warrants under stochastic elasticity of variance (Q508292) (← links)
• How should a local regime-switching model be calibrated? (Q1655569) (← links)
• Monte Carlo calibration to implied volatility surface under volatility models (Q1684770) (← links)
• Turbo warrants under hybrid stochastic and local volatility (Q1724051) (← links)
• Pricing of vulnerable options under hybrid stochastic and local volatility (Q2137228) (← links)
• Pricing variance swaps under hybrid CEV and stochastic volatility (Q2222171) (← links)
• The averaging principle for non-autonomous slow-fast stochastic differential equations and an application to a local stochastic volatility model (Q2232189) (← links)
• Portfolio optimization for pension plans under hybrid stochastic and local volatility. (Q2343843) (← links)
• Stochastic volatility asymptotics of defaultable interest rate derivatives under a quadratic Gaussian model (Q2951895) (← links)
• Estimating the Constant Elasticity of Variance Model with Data-Driven Markov Chain Monte Carlo Methods (Q2973368) (← links)
• Equity-linked annuities with multiscale hybrid stochastic and local volatility (Q4576978) (← links)
• A General Valuation Framework for SABR and Stochastic Local Volatility Models (Q4579833) (← links)
• Fractional stochastic volatility correction to CEV implied volatility (Q5014189) (← links)
• (Q5053998) (← links)
• (Q6043631) (← links)
• A martingale method for option pricing under a CEV-based fast-varying fractional stochastic volatility model (Q6080411) (← links)
• Valuation of barrier and lookback options under hybrid CEV and stochastic volatility (Q6104247) (← links)
• A stochastic-local volatility model with Lévy jumps for pricing derivatives (Q6160626) (← links)
• Multifactor Heston's stochastic volatility model for European option pricing (Q6574625) (← links)
• Foreign exchange rate volatility smiles and smirks (Q6579568) (← links)
• New approach and analysis of the generalized constant elasticity of variance model (Q6581468) (← links)
• Pricing of timer volatility-barrier options under Heston's stochastic volatility model (Q6653561) (← links)