Pages that link to "Item:Q744404"
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The following pages link to The evaluation of European compound option prices under stochastic volatility using Fourier transform techniques (Q744404):
Displaying 4 items.
- A geometric Lévy model for \(n\)-fold compound option pricing in a fuzzy framework (Q289315) (← links)
- A comparative study on time-efficient methods to price compound options in the Heston model (Q316625) (← links)
- A simple method for generalized sequential compound options pricing (Q2406942) (← links)
- On the characteristic function for asymmetric Student \(t\) distributions (Q2451413) (← links)
