Pages that link to "Item:Q3143624"

The following pages link to Pricing perpetual American puts under multi-scale stochastic volatility (Q3143624):

Displaying 7 items.

• Optimal switching decisions under stochastic volatility with fast mean reversion (Q322644) (← links)
• Pricing perpetual American options under multiscale stochastic elasticity of variance (Q728150) (← links)
• Pricing credit default swaps under a multi-scale stochastic volatility model (Q1620315) (← links)
• Pricing perpetual American floating strike lookback option under multiscale stochastic volatility model (Q2128181) (← links)
• The correction of multiscale stochastic volatility to American put option: an asymptotic approximation and finite difference approach (Q2236410) (← links)
• PRICING TIMER OPTIONS: SECOND-ORDER MULTISCALE STOCHASTIC VOLATILITY ASYMPTOTICS (Q5158756) (← links)
• (Q6168686) (← links)