Pages that link to "Item:Q899403"
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The following pages link to Option pricing and implied volatilities in a 2-hypergeometric stochastic volatility model (Q899403):
Displaying 4 items.
- Barrier option pricing under the 2-hypergeometric stochastic volatility model (Q2406299) (← links)
- Optimal Portfolio for the $\alpha$-Hypergeometric Stochastic Volatility Model (Q4987715) (← links)
- $\alpha$-Hypergeometric Uncertain Volatility Models and their Connection to 2BSDEs (Q5033264) (← links)
- Portfolio problem for the \(\alpha\)-hypergeometric stochastic volatility model with consumption (Q6648741) (← links)
