Pages that link to "Item:Q3444861"
From MaRDI portal
The following pages link to MODERN LOGARITHMS FOR THE HESTON MODEL (Q3444861):
Displaying 5 items.
- Valuing options in Heston's stochastic volatility model: another analytical approach (Q642746) (← links)
- Comment on: A Note on the Discontinuity Problem in Heston's Stochastic Volatility Model (Q2786212) (← links)
- General approximation schemes for option prices in stochastic volatility models (Q2869978) (← links)
- COMPLEX LOGARITHMS IN HESTON-LIKE MODELS (Q3161742) (← links)
- On refined volatility smile expansion in the Heston model (Q5300441) (← links)
