Pages that link to "Item:Q4363319"

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):

Displayed 6 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)
• 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)