Pages that link to "Item:Q2490448"
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The following pages link to A comparison of option prices under different pricing measures in a stochastic volatility model with correlation (Q2490448):
Displayed 5 items.
- Bounds for the utility-indifference prices of non-traded assets in incomplete markets (Q816441) (← links)
- Comparison of option prices in semimartingale models (Q854274) (← links)
- Characterisation of optimal dual measures via distortion (Q882491) (← links)
- STOCHASTIC VOLATILITY MODELS, CORRELATION, AND THE <i>q</i>‐OPTIMAL MEASURE (Q4673670) (← links)
- ANALYTICAL COMPARISONS OF OPTION PRICES IN STOCHASTIC VOLATILITY MODELS (Q5464335) (← links)