Pages that link to "Item:Q311037"

The following pages link to Valuation of power options under Heston's stochastic volatility model (Q311037):

Displaying 9 items.

• Catastrophe equity put options under stochastic volatility and catastrophe-dependent jumps (Q380540) (← links)
• Valuation of power option for uncertain financial market (Q1733532) (← links)
• The continuity and estimates of a solution to mixed fractional constant elasticity of variance system with stochastic volatility and the pricing of vulnerable options (Q2067976) (← links)
• Computation of powered option prices under a general model for underlying asset dynamics (Q2074891) (← links)
• Analytical pricing of geometric Asian power options on an underlying driven by a mixed fractional Brownian motion (Q2150007) (← links)
• A robust spectral method for solving Heston's model (Q2247922) (← links)
• (Q5886723) (← links)
• Pricing of timer digital power options based on stochstic volatility (Q6563856) (← links)
• An efficient algorithm to solve the geometric Asian power option price PDE under the stochastic volatility model (Q6660858) (← links)