The following pages link to Coupling index and stocks (Q2869971):
Displayed 6 items.
- A model-free approach to multivariate option pricing (Q2047036) (← links)
- STOCHASTIC LOCAL INTENSITY LOSS MODELS WITH INTERACTING PARTICLE SYSTEMS (Q2799999) (← links)
- EQUITY CORRELATIONS IMPLIED BY INDEX OPTIONS: ESTIMATION AND MODEL UNCERTAINTY ANALYSIS (Q2847242) (← links)
- THE HESTON STOCHASTIC-LOCAL VOLATILITY MODEL: EFFICIENT MONTE CARLO SIMULATION (Q2941062) (← links)
- Implied Volatility of Basket Options at Extreme Strikes (Q4560331) (← links)
- The multivariate Variance Gamma model: basket option pricing and calibration (Q5001151) (← links)