Pages that link to "Item:Q2147889"

The following pages link to Pricing vulnerable options with stochastic volatility (Q2147889):

Displaying 23 items.

• Pricing vulnerable European options under Lévy process with stochastic volatility (Q1727064) (← links)
• Analytical valuation of vulnerable European and Asian options in intensity-based models (Q2020536) (← links)
• Pricing vulnerable options in a hybrid credit risk model driven by Heston-Nandi GARCH processes (Q2036854) (← links)
• Pricing vulnerable options with jump risk and liquidity risk (Q2059298) (← links)
• Pricing vulnerable options in a mixed fractional Brownian motion with jumps (Q2063466) (← links)
• The continuity and estimates of a solution to mixed fractional constant elasticity of variance system with stochastic volatility and the pricing of vulnerable options (Q2067976) (← links)
• Pricing path-dependent options under the Hawkes jump diffusion process (Q2097472) (← links)
• An asymptotic expansion approach to the valuation of vulnerable options under a multiscale stochastic volatility model (Q2131629) (← links)
• Estimating option Greeks under the stochastic volatility using simulation (Q2149316) (← links)
• Catastrophe option pricing with auto-correlated and catastrophe-dependent intensity (Q2160048) (← links)
• Power option pricing under the unstable conditions (evidence of power option pricing under fractional Heston model in the Iran gold market) (Q2164565) (← links)
• Closed-form pricing formula for foreign equity option with credit risk (Q2167080) (← links)
• Two frameworks for pricing defaultable derivatives (Q2213633) (← links)
• Pricing vulnerable power exchange options in an intensity based framework (Q2423595) (← links)
• Pricing vulnerable options under a jump-diffusion model with fast mean-reverting stochastic volatility (Q2673416) (← links)
• Pricing vulnerable fader options under stochastic volatility models (Q2691481) (← links)
• Vulnerable European call option pricing based on uncertain fractional differential equation (Q2699270) (← links)
• CVA AND VULNERABLE OPTIONS IN STOCHASTIC VOLATILITY MODELS (Q4994443) (← links)
• VALUATION OF VULNERABLE OPTIONS UNDER THE DOUBLE EXPONENTIAL JUMP MODEL WITH STOCHASTIC VOLATILITY (Q5056604) (← links)
• Valuation of vulnerable options with stochastic corporate liabilities in a mixed fractional Brownian motion environment (Q6051343) (← links)
• An ETD method for multi‐asset American option pricing under jump‐diffusion model (Q6143557) (← links)
• Pricing vulnerable lookback options using Laplace transforms (Q6581980) (← links)
• Pricing exchange options under hybrid stochastic volatility and interest rate models (Q6653510) (← links)