Pages that link to "Item:Q2786206"
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The following pages link to Robust Approximations for Pricing Asian Options and Volatility Swaps Under Stochastic Volatility (Q2786206):
Displaying 14 items.
- Pricing Asian options in a stochastic volatility model with jumps (Q529935) (← links)
- A closed-form pricing formula for European options under a new stochastic volatility model with a stochastic long-term mean (Q829337) (← links)
- Pricing CIR yield options by conditional moment matching (Q1627807) (← links)
- A closed-form pricing formula for European options under the Heston model with stochastic interest rate (Q1743938) (← links)
- A closed-form pricing formula for European options under a new three-factor stochastic volatility model with regime switching (Q2111571) (← links)
- Pricing variance and volatility swaps with stochastic volatility, stochastic interest rate and regime switching (Q2164576) (← links)
- Intrinsic expansions for averaged diffusion processes (Q2360242) (← links)
- Pricing average options under time-changed Lévy processes (Q2447509) (← links)
- Pricing of Asian-Type and Basket Options via Bounds (Q2967982) (← links)
- Model-Independent Bounds for Asian Options: A Dynamic Programming Approach (Q4591237) (← links)
- A SEMI-ANALYTICAL PRICING FORMULA FOR EUROPEAN OPTIONS UNDER THE ROUGH HESTON-CIR MODEL (Q5112597) (← links)
- BOUNDS ON PRICES FOR ASIAN OPTIONS VIA FOURIER METHODS (Q5369446) (← links)
- On Carr and Lee’s Correlation Immunization Strategy (Q5382633) (← links)
- Rough Heston Models with Variable Vol-of-Vol and Option Pricing (Q6191801) (← links)
