Pages that link to "Item:Q1022284"
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The following pages link to Applications of Fourier transform to smile modeling. Theory and implementation. (Q1022284):
Displayed 4 items.
- Weighted average price in the Heston stochastic volatility model (Q1693861) (← links)
- Barrier option pricing under the 2-hypergeometric stochastic volatility model (Q2406299) (← links)
- GENERALIZED BARNDORFF-NIELSEN AND SHEPHARD MODEL AND DISCRETELY MONITORED OPTION PRICING (Q2814674) (← links)
- Consistent Pricing of Options on Leveraged ETFs (Q2941473) (← links)
