Pages that link to "Item:Q955456"
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The following pages link to Analysis of an uncertain volatility model (Q955456):
Displayed 6 items.
- Characterization of solutions of a class of ultraparabolic equations of the Kolmogorov type (Q392922) (← links)
- A characteristics-finite differences method for the Hobson-Rogers uncertain volatility model (Q611761) (← links)
- Path dependent volatility (Q940996) (← links)
- Calibration of a path-dependent volatility model: empirical tests (Q961413) (← links)
- Adaptive stochastic weak approximation of degenerate parabolic equations of Kolmogorov type (Q964936) (← links)
- An efficient Monte Carlo simulation for new uncertain Heston-CIR hybrid model (Q2100206) (← links)