Pages that link to "Item:Q4363319"
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The following pages link to Une approche unifiee pour une forme exacte dU prix d'une option dans les differents modeles a volatilite stochastique (Q4363319):
Displaying 7 items.
- The \(\alpha\)-hypergeometric stochastic volatility model (Q265650) (← links)
- On Bougerol and Dufresne's identities for exponential Brownian functionals (Q1283165) (← links)
- Brownian motion on the hyperbolic plane and Selberg trace formula (Q1284439) (← links)
- Expressions of forward starting option price in Hull-White stochastic volatility model (Q2145694) (← links)
- Parameter Estimation for a Discretely Observed Integrated Diffusion Process (Q3411061) (← links)
- INTEGRAL REPRESENTATION OF PROBABILITY DENSITY OF STOCHASTIC VOLATILITY MODELS AND TIMER OPTIONS (Q4602498) (← links)
- EXACT SOLUTION OF A MARTINGALE STOCHASTIC VOLATILITY OPTION PROBLEM AND ITS EMPIRICAL EVALUATION (Q5422631) (← links)
