Pages that link to "Item:Q4902542"
From MaRDI portal
The following pages link to NEARLY EXACT OPTION PRICE SIMULATION USING CHARACTERISTIC FUNCTIONS (Q4902542):
Displayed 7 items.
- Pricing FX options in the Heston/CIR jump-diffusion model with log-normal and log-uniform jump amplitudes (Q274846) (← links)
- Semi-analytical prices for lookback and barrier options under the Heston model (Q2292063) (← links)
- Conditional quantiles and tail dependence (Q2350042) (← links)
- INTEGRAL REPRESENTATION OF PROBABILITY DENSITY OF STOCHASTIC VOLATILITY MODELS AND TIMER OPTIONS (Q4602498) (← links)
- Semi-analytical Pricing of Currency Options in the Heston/CIR Jump-Diffusion Hybrid Model (Q4682470) (← links)
- Pricing of foreign exchange options under the Heston stochastic volatility model and CIR interest rates (Q5397431) (← links)
- Spline local basis methods for nonparametric density estimation (Q6158228) (← links)