Pages that link to "Item:Q1785445"
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The following pages link to Analytic pricing of volatility-equity options within Wishart-based stochastic volatility models (Q1785445):
Displayed 11 items.
- On moment non-explosions for Wishart-based stochastic volatility models (Q323428) (← links)
- A new class of multidimensional Wishart-based hybrid models (Q2145697) (← links)
- Detecting stock market regimes from option prices (Q2157892) (← links)
- Quantization meets Fourier: a new technology for pricing options (Q2288923) (← links)
- Regime switching affine processes with applications to finance (Q2308173) (← links)
- Pricing via recursive quantization in stochastic volatility models (Q4555112) (← links)
- Volatility Targeting Using Delayed Diffusions (Q4562721) (← links)
- Application of power series approximation techniques to valuation of European style options (Q5014193) (← links)
- Small-Time smile for the multifactor volatility heston model (Q5139918) (← links)
- Target volatility option pricing in the lognormal fractional SABR model (Q5234360) (← links)
- CBI-time-changed Lévy processes (Q6116556) (← links)