Pages that link to "Item:Q3605234"
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The following pages link to Turbo warrants under stochastic volatility (Q3605234):
Displaying 4 items.
- Asymptotic expansion for pricing options for a mean-reverting asset with multiscale stochastic volatility (Q433133) (← links)
- Stochastic volatility asymptotics of stock loans: valuation and optimal stopping (Q439269) (← links)
- Pricing turbo warrants under stochastic elasticity of variance (Q508292) (← links)
- FX options pricing in logarithmic mean-reversion jump-diffusion model with stochastic volatility (Q902968) (← links)
