Pages that link to "Item:Q829337"

The following pages link to A closed-form pricing formula for European options under a new stochastic volatility model with a stochastic long-term mean (Q829337):

Displaying 17 items.

• High-performance computation of pricing two-asset American options under the Merton jump-diffusion model on a GPU (Q825500) (← links)
• Convergence analysis for continuous-time Markov chain approximation of stochastic local volatility models: option pricing and greeks (Q2059661) (← links)
• Computation of powered option prices under a general model for underlying asset dynamics (Q2074891) (← links)
• Heston-GA hybrid option pricing model based on ResNet50 (Q2088431) (← links)
• A closed-form pricing formula for European options under a new three-factor stochastic volatility model with regime switching (Q2111571) (← links)
• Basket credit default swap pricing with two defaultable counterparties (Q2122272) (← links)
• Primal-dual active-set method for solving the unilateral pricing problem of American better-of options on two assets (Q2127475) (← links)
• Closed-form pricing formulas for variance swaps in the Heston model with stochastic long-run mean of variance (Q2167364) (← links)
• Valuation of European crude oil options with co-jump diffusions and stochastic interest rate (Q2698596) (← links)
• Calibration of the temporally varying volatility and interest rate functions (Q5072033) (← links)
• VOLATILITY SWAPS VALUATION UNDER A MODIFIED RISK-NEUTRALIZED HESTON MODEL WITH A STOCHASTIC LONG-RUN VARIANCE LEVEL (Q5890133) (← links)
• Analytically pricing European options with a two-factor Stein-Stein model (Q6126086) (← links)
• A high‐order and fast scheme with variable time steps for the time‐fractional Black‐Scholes equation (Q6142000) (← links)
• High-order methods for the option pricing under multivariate rough volatility models (Q6161539) (← links)
• Credit default swap pricing with counterparty risk in a reduced form model with a common jump process (Q6162799) (← links)
• A bond pricing model with credit migration risk: different upgrade and downgrade thresholds (Q6173987) (← links)
• A closed-form pricing formula for European options under a multi-factor nonlinear stochastic volatility model with regime-switching (Q6498440) (← links)