Pages that link to "Item:Q2406299"
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The following pages link to Barrier option pricing under the 2-hypergeometric stochastic volatility model (Q2406299):
Displayed 4 items.
- Hedging of options for jump-diffusion stochastic volatility models by Malliavin calculus (Q2119814) (← links)
- Optimal Portfolio for the $\alpha$-Hypergeometric Stochastic Volatility Model (Q4987715) (← links)
- An analytical approximation method for pricing barrier options under the double Heston model (Q5077926) (← links)
- Pricing formula for a barrier call option based on stochastic delay differential equation (Q6192363) (← links)