Pages that link to "Item:Q550482"
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The following pages link to Homotopy analysis method for option pricing under stochastic volatility (Q550482):
Displaying 8 items.
- Algebraic resolution of equations of the Black-Scholes type with arbitrary time-dependent parameters (Q297689) (← links)
- Homotopy analysis method for boundary-value problem of turbo warrant pricing under stochastic volatility (Q370128) (← links)
- Solving the backward heat conduction problem by homotopy analysis method (Q1743403) (← links)
- An explicit analytic formula for pricing barrier options with regime switching (Q2018548) (← links)
- The method based on series solution for identifying an unknown source coefficient on the temperature field in the quasiperiodic media (Q2134072) (← links)
- Discrete homotopy analysis for optimal trading execution with nonlinear transient market impact (Q2200233) (← links)
- A semi-analytic pricing formula for lookback options under a general stochastic volatility model (Q2438502) (← links)
- A STOCHASTIC CONTROL APPROACH TO BID-ASK PRICE MODELLING (Q5866978) (← links)
