Pages that link to "Item:Q5300440"
From MaRDI portal
The following pages link to Closed-form convexity and cross-convexity adjustments for Heston prices (Q5300440):
Displayed 3 items.
- The complete Gaussian kernel in the multi-factor Heston model: option pricing and implied volatility applications (Q2030533) (← links)
- Risk adjustments of option prices under time-changed dynamics (Q2879017) (← links)
- Closed-form approximations with respect to the mixing solution for option pricing under stochastic volatility (Q5094574) (← links)