Pages that link to "Item:Q2866378"
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The following pages link to The affine Heston model with correlated Gaussian interest rates for pricing hybrid derivatives (Q2866378):
Displaying 6 items.
- A dimension reduction Shannon-wavelet based method for option pricing (Q1635866) (← links)
- Pricing equity-linked life insurance contracts with multiple risk factors by neural networks (Q2059681) (← links)
- Hybrid equity swap, cap, and floor pricing under stochastic interest by Markov chain approximation (Q2098074) (← links)
- Management strategies for a defined contribution pension fund under the hybrid stochastic volatility model (Q2322431) (← links)
- A multi-level dimension reduction Monte-Carlo method for jump-diffusion models (Q2360709) (← links)
- The valuation of variance swaps under stochastic volatility, stochastic interest rate and full correlation structure (Q5146449) (← links)