The following pages link to (Q4221325):
Displaying 13 items.
- Non-Gaussian GARCH option pricing models and their diffusion limits (Q320097) (← links)
- Study on option pricing in an incomplete market with stochastic volatility based on risk premium analysis (Q596915) (← links)
- Comparison of option prices in semimartingale models (Q854274) (← links)
- A filtering approach to tracking volatility from prices observed at random times (Q862222) (← links)
- On changes of measure in stochastic volatility models (Q937484) (← links)
- The simulation of option prices with application to LIFFE options on futures (Q1296350) (← links)
- Weighted average price in the Heston stochastic volatility model (Q1693861) (← links)
- On multilevel RBF collocation to solve nonlinear PDEs arising from endogenous stochastic volatility models (Q2205825) (← links)
- The pricing of options for securities markets with delayed response (Q2372448) (← links)
- A comparison of option prices under different pricing measures in a stochastic volatility model with correlation (Q2490448) (← links)
- Variance reduction for Monte Carlo simulation in a stochastic volatility environment (Q4646767) (← links)
- Option bounds (Q4822458) (← links)
- Stochastic Integrals and Conditional Full Support (Q4933191) (← links)
