Pages that link to "Item:Q3523594"
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The following pages link to FROM THE IMPLIED VOLATILITY SKEW TO A ROBUST CORRECTION TO BLACK-SCHOLES AMERICAN OPTION PRICES (Q3523594):
Displaying 12 items.
- A remark on a singular perturbation method for option pricing under a stochastic volatility model (Q1044240) (← 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)
- American Options in the Heston Model with Stochastic Interest Rate and Its Generalizations (Q3176517) (← links)
- ON THE ASYMPTOTICS OF FAST MEAN-REVERSION STOCHASTIC VOLATILITY MODELS (Q3502980) (← links)
- Optimal Investment with Transaction Costs and Stochastic Volatility Part I: Infinite Horizon (Q4596857) (← links)
- Pricing Asian options with stochastic volatility (Q4647281) (← links)
- Stochastic Volatility Corrections for Interest Rate Derivatives (Q4827310) (← links)
- Optimal Switching between Locking Down and Opening the Economy Because of an Infection (Q5013556) (← links)
- Asymptotic expansion method for pricing and hedging American options with two-factor stochastic volatilities and stochastic interest rate (Q5030547) (← links)
- SINGULAR PERTURBATION EXPANSION FOR UTILITY MAXIMIZATION WITH ORDER-𝜖 QUADRATIC TRANSACTION COSTS (Q5207494) (← links)
- (Q6043631) (← links)
