Pages that link to "Item:Q964675"

The following pages link to Pricing options under stochastic volatility: a power series approach (Q964675):

Displaying 18 items.

• Analytical approximation of the transition density in a local volatility model (Q432231) (← links)
• Expansions asymptotiques pour équations paraboliques dégénérées (Q479939) (← links)
• Smart expansion and fast calibration for jump diffusions (Q964692) (← links)
• Exchange option pricing under stochastic volatility: a correlation expansion (Q965896) (← links)
• A decomposition formula for option prices in the Heston model and applications to option pricing approximation (Q1761451) (← links)
• The complete Gaussian kernel in the multi-factor Heston model: option pricing and implied volatility applications (Q2030533) (← links)
• On a convergent power series method to price defaultable bonds in a Vašíček-CIR model (Q2113272) (← links)
• Approximate value adjustments for European claims (Q2116937) (← links)
• CVA and vulnerable options pricing by correlation expansions (Q2241073) (← links)
• Asymptotic expansion formula of option price under multifactor Heston model (Q2398581) (← links)
• Risk adjustments of option prices under time-changed dynamics (Q2879017) (← links)
• EXPANSION FORMULAS FOR EUROPEAN OPTIONS IN A LOCAL VOLATILITY MODEL (Q3580186) (← links)
• CVA AND VULNERABLE OPTIONS IN STOCHASTIC VOLATILITY MODELS (Q4994443) (← links)
• Closed-form approximations with respect to the mixing solution for option pricing under stochastic volatility (Q5094574) (← links)
• Pricing of vanilla and first-generation exotic options in the local stochastic volatility framework: survey and new results (Q5247272) (← links)
• ANALYTIC PRICING OF CoCo BONDS (Q5357518) (← links)
• LOCAL STOCHASTIC VOLATILITY WITH JUMPS: ANALYTICAL APPROXIMATIONS (Q5411747) (← links)
• Wrong way risk corrections to CVA in CIR reduced-form models (Q6060556) (← links)