Pages that link to "Item:Q937484"

The following pages link to On changes of measure in stochastic volatility models (Q937484):

Displaying 19 items.

• An explicitly solvable Heston model with stochastic interest rate (Q320946) (← links)
• Pricing the European call option in the model with stochastic volatility driven by Ornstein-Uhlenbeck process. Exact formulas (Q340779) (← links)
• Stochastic volatility and stochastic leverage (Q470516) (← links)
• Existence of optimal consumption strategies in markets with longevity risk (Q506076) (← links)
• On optimal arbitrage (Q990375) (← links)
• Sensitivity analysis of long-term cash flows (Q1788822) (← links)
• Asian and Australian options: a common perspective (Q1994236) (← links)
• Change of drift in one-dimensional diffusions (Q2022766) (← links)
• Trade duration risk in subdiffusive financial models (Q2137643) (← links)
• Portfolio optimization under convex incentive schemes (Q2255013) (← links)
• Optimal sharing rule for a household with a portfolio management problem (Q2334838) (← links)
• A unified approach to pricing and risk management of equity and credit risk (Q2349596) (← links)
• ASYMPTOTIC ARBITRAGE IN THE HESTON MODEL (Q3467601) (← links)
• Obituary: Christopher Charles Heyde AM, DSc, FAA, FASSA (Q3535622) (← links)
• European Option Pricing with Stochastic Volatility Models Under Parameter Uncertainty (Q5038294) (← links)
• On the Valuation of Discrete Asian Options in High Volatility Environments (Q5041837) (← links)
• An application of the Malliavin calculus for calculating the precise and approximate prices of options with stochastic volatility (Q5351667) (← links)
• Mild to classical solutions for XVA equations under stochastic volatility (Q6496950) (← links)
• Short time behavior of the ATM implied skew in the ADO-Heston model (Q6581627) (← links)