Pages that link to "Item:Q2828053"
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The following pages link to ON THE HESTON MODEL WITH STOCHASTIC CORRELATION (Q2828053):
Displaying 12 items.
- Analytic solutions for variance swaps with double-mean-reverting volatility (Q2000317) (← links)
- On the bond pricing partial differential equation in a convergence model of interest rates with stochastic correlation (Q2057871) (← links)
- Comparison of stochastic correlation models (Q2314458) (← links)
- Management strategies for a defined contribution pension fund under the hybrid stochastic volatility model (Q2322431) (← links)
- Stochastic Jacobian and Riccati ODE in affine term structure models (Q2477604) (← links)
- QUANTO PRICING IN STOCHASTIC CORRELATION MODELS (Q4584705) (← links)
- Modelling and Calibration of Stochastic Correlation in Finance (Q4626495) (← links)
- On the calibration of fractional two-factor stochastic volatility model with non-Lipschitz diffusions (Q5055127) (← links)
- A new methodology to create valid time-dependent correlation matrices <i>via</i> isospectral flows (Q5110266) (← links)
- Modelling stochastic skew of FX options using SLV models with stochastic spot/vol correlation and correlated jumps (Q5373914) (← links)
- Asymmetry in stochastic volatility models with threshold and time-dependent correlation (Q6138232) (← links)
- A gradient-based calibration method for the Heston model (Q6625126) (← links)
