Pages that link to "Item:Q278970"
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The following pages link to American option pricing under two stochastic volatility processes (Q278970):
Displaying 6 items.
- Numerical studies on asymptotics of European option under multiscale stochastic volatility (Q1694499) (← links)
- An asymptotic expansion method for geometric Asian options pricing under the double Heston model (Q2213442) (← links)
- Pricing European options on deferred annuities (Q2442531) (← links)
- Pricing European Options Under Stochastic Volatilities Models (Q2960559) (← links)
- Strong approximation of a two-factor stochastic volatility model under local Lipschitz condition (Q6123187) (← links)
- Pricing American options under Azzalini Ito-McKean skew Brownian motions (Q6160632) (← links)