Pages that link to "Item:Q964675"
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The following pages link to Pricing options under stochastic volatility: a power series approach (Q964675):
Displaying 4 items.
- Expansions asymptotiques pour équations paraboliques dégénérées (Q479939) (← links)
- Smart expansion and fast calibration for jump diffusions (Q964692) (← links)
- Exchange option pricing under stochastic volatility: a correlation expansion (Q965896) (← links)
- A decomposition formula for option prices in the Heston model and applications to option pricing approximation (Q1761451) (← links)
