The following pages link to (Q4219085):
Displayed 8 items.
- Investment timing under hybrid stochastic and local volatility (Q340490) (← links)
- Turbo warrants under hybrid stochastic and local volatility (Q1724051) (← links)
- Pricing Parisian option under a stochastic volatility model (Q2336869) (← links)
- Pricing vulnerable options under a stochastic volatility model (Q2349261) (← links)
- Pricing vulnerable options under a jump-diffusion model with fast mean-reverting stochastic volatility (Q2673416) (← links)
- Optimal Investment with Transaction Costs and Stochastic Volatility Part II: Finite Horizon (Q4614937) (← links)
- Valuing of timer path-dependent options (Q6089609) (← links)
- (Q6168686) (← links)