Pages that link to "Item:Q3176517"
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The following pages link to American Options in the Heston Model with Stochastic Interest Rate and Its Generalizations (Q3176517):
Displaying 4 items.
- A comparative study on time-efficient methods to price compound options in the Heston model (Q316625) (← links)
- Efficient Asian option pricing under regime switching jump diffusions and stochastic volatility models (Q2022921) (← links)
- American options and stochastic interest rates (Q2109007) (← links)
- LSV models with stochastic interest rates and correlated jumps (Q4976326) (← links)
