Pages that link to "Item:Q5422631"

The following pages link to EXACT SOLUTION OF A MARTINGALE STOCHASTIC VOLATILITY OPTION PROBLEM AND ITS EMPIRICAL EVALUATION (Q5422631):

Displayed 3 items.

• Pricing options under stochastic volatility: a power series approach (Q964675) ‎ (← links)
• Exchange option pricing under stochastic volatility: a correlation expansion (Q965896) ‎ (← links)
• RATE OF CONVERGENCE OF MONTE CARLO SIMULATIONS FOR THE HOBSON–ROGERS MODEL (Q3621565) ‎ (← links)