Pages that link to "Item:Q728150"
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The following pages link to Pricing perpetual American options under multiscale stochastic elasticity of variance (Q728150):
Displayed 7 items.
- A numerical method to estimate the parameters of the CEV model implied by American option prices: evidence from NYSE (Q508291) (← links)
- Pricing turbo warrants under stochastic elasticity of variance (Q508292) (← links)
- Pricing perpetual American floating strike lookback option under multiscale stochastic volatility model (Q2128181) (← links)
- Perpetual game options with a multiplied penalty (Q2204529) (← links)
- Efficient option pricing in crisis based on dynamic elasticity of variance model (Q2314728) (← links)
- A new approach for pricing discounted American options (Q2656825) (← links)
- (Q6168686) (← links)