Pages that link to "Item:Q5414524"

The following pages link to Pricing of mountain range derivatives under a principal component stochastic volatility model (Q5414524):

Displayed 9 items.

• Stochastic covariance and dimension reduction in the pricing of basket options (Q345719) ‎ (← links)
• Optimal investment in multidimensional Markov-modulated affine models (Q902185) ‎ (← links)
• A multivariate stochastic volatility model with applications in the foreign exchange market (Q1621630) ‎ (← links)
• Optimal investment under multi-factor stochastic volatility (Q4555076) ‎ (← links)
• Valuing variable annuity guarantees on multiple assets (Q4575460) ‎ (← links)
• <i>Stochastic Correlation and Volatility Mean-reversion</i>– Empirical Motivation and Derivatives Pricing via Perturbation Theory (Q4586319) ‎ (← links)
• PRICING TWO-ASSET BARRIER OPTIONS UNDER STOCHASTIC CORRELATION VIA PERTURBATION (Q5256837) ‎ (← links)
• Algorithm 963 (Q5270763) ‎ (← links)
• Two asset-barrier option under stochastic volatility (Q5373915) ‎ (← links)