Pages that link to "Item:Q319158"
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The following pages link to A fast calibrating volatility model for option pricing (Q319158):
Displaying 13 items.
- An explicitly solvable Heston model with stochastic interest rate (Q320946) (← links)
- Spitzer identity, Wiener-Hopf factorization and pricing of discretely monitored exotic options (Q322636) (← links)
- Modeling and forecasting exchange rate volatility in time-frequency domain (Q322677) (← links)
- On calibration of stochastic and fractional stochastic volatility models (Q323465) (← links)
- The risk premium that never was: a fair value explanation of the volatility spread (Q1754048) (← links)
- A general framework for discretely sampled realized variance derivatives in stochastic volatility models with jumps (Q1754049) (← links)
- Option pricing with conditional GARCH models (Q2028829) (← links)
- The complete Gaussian kernel in the multi-factor Heston model: option pricing and implied volatility applications (Q2030533) (← links)
- Numerical techniques for determining implied volatility in option pricing (Q2104087) (← links)
- Analytic formulas for futures and options for a linear quadratic jump diffusion model with seasonal stochastic volatility and convenience yield: do fish jump? (Q2240016) (← links)
- American step options (Q2282524) (← links)
- VIX derivatives, hedging and vol-of-vol risk (Q2286994) (← links)
- Pricing via recursive quantization in stochastic volatility models (Q4555112) (← links)
