Pages that link to "Item:Q2331384"

The following pages link to American option pricing under GARCH with non-normal innovations (Q2331384):

Displaying 3 items.

• Semi-implicit FEM for the valuation of American options under the Heston model (Q2115059) (← links)
• Lattice-based hedging schemes under GARCH models (Q5014202) (← links)
• A lattice approach for option pricing under a regime-switching GARCH-jump model (Q5051199) (← links)