Pages that link to "Item:Q2029429"
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The following pages link to Pricing external barrier options under a stochastic volatility model (Q2029429):
Displaying 7 items.
- Parameter identification for portfolio optimization with a slow stochastic factor (Q2101109) (← links)
- (Q5886723) (← links)
- Valuing of timer path-dependent options (Q6089609) (← links)
- Explicit pricing formulas for vulnerable path-dependent options with early counterparty credit risk (Q6161979) (← links)
- (Q6168686) (← links)
- Pricing of timer digital power options based on stochstic volatility (Q6563856) (← links)
- Pricing of timer volatility-barrier options under Heston's stochastic volatility model (Q6653561) (← links)
