Pages that link to "Item:Q2292063"
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The following pages link to Semi-analytical prices for lookback and barrier options under the Heston model (Q2292063):
Displaying 4 items.
- Model risk in the over-the-counter market (Q2076856) (← links)
- Correction to: ``Semi-analytical prices for lookback and barrier options under the Heston model'' (Q2145708) (← links)
- Pricing discretely monitored barrier options: when Malliavin calculus expansions meet Hilbert transforms (Q2246590) (← links)
- Volatility and volatility-linked derivatives: estimation, modeling, and pricing (Q2292042) (← links)
