Pages that link to "Item:Q854283"
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The following pages link to A generalization of the Hull and White formula with applications to option pricing approximation (Q854283):
Displaying 5 items.
- Second order multiscale stochastic volatility asymptotics: stochastic terminal layer analysis and calibration (Q309158) (← links)
- Pricing options under stochastic volatility: a power series approach (Q964675) (← links)
- Exchange option pricing under stochastic volatility: a correlation expansion (Q965896) (← links)
- Estimating the Hurst parameter from short term volatility swaps: a Malliavin calculus approach (Q1739059) (← links)
- A decomposition formula for option prices in the Heston model and applications to option pricing approximation (Q1761451) (← links)
