Pages that link to "Item:Q2425554"
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The following pages link to Option pricing when correlations are stochastic: an analytical framework (Q2425554):
Displayed 11 items.
- Affine processes on positive semidefinite matrices (Q535197) (← links)
- Discrete time Wishart term structure models (Q543795) (← links)
- On strong solutions for positive definite jump diffusions (Q554460) (← links)
- Multivariate COGARCH(1, 1) processes (Q605037) (← links)
- A stochastic correlation model with mean reversion for pricing multi-asset options (Q841855) (← links)
- Making the best of best-of (Q1025611) (← links)
- HEDGING (CO)VARIANCE RISK WITH VARIANCE SWAPS (Q3100994) (← links)
- ON PRICING CONTINGENT CLAIMS UNDER THE DOUBLE HESTON MODEL (Q3166710) (← links)
- A PARSIMONIOUS MULTI-ASSET HESTON MODEL: CALIBRATION AND DERIVATIVE PRICING (Q3225031) (← links)
- A NOTE ON THE DAI-SINGLETON CANONICAL REPRESENTATION OF AFFINE TERM STRUCTURE MODELS* (Q3576960) (← links)
- WORST-OF OPTIONS AND CORRELATION SKEW UNDER A STOCHASTIC CORRELATION FRAMEWORK (Q4902547) (← links)