Pages that link to "Item:Q550461"
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The following pages link to Pricing perpetual American options under a stochastic-volatility model with fast mean reversion (Q550461):
Displayed 5 items.
- Optimal switching decisions under stochastic volatility with fast mean reversion (Q322644) (← links)
- To expand and to abandon: real options under asset variance risk premium (Q2116895) (← links)
- An approximation formula for the price of credit default swaps under the fast-mean reversion volatility model. (Q2315470) (← links)
- Pricing of options in the singular perturbed stochastic volatility model (Q2400320) (← links)
- (Q6043631) (← links)