The following pages link to (Q4509488):
Displaying 5 items.
- A predictor-corrector scheme based on the ADI method for pricing american puts with stochastic volatility (Q651445) (← links)
- Exact simulation of the Ornstein-Uhlenbeck driven stochastic volatility model (Q1713775) (← links)
- Precise asymptotics: robust stochastic volatility models (Q2240838) (← links)
- VOLATILITY EFFECTS ON THE ESCAPE TIME IN FINANCIAL MARKET MODELS (Q3619056) (← links)
- American option pricing under the double Heston model based on asymptotic expansion (Q5234286) (← links)
