The following pages link to (Q4925738):
Displayed 3 items.
- Computation of the Delta of European options under stochastic volatility models (Q1616804) (← links)
- Computation of option Greeks under hybrid stochastic volatility models via Malliavin calculus (Q1645191) (← links)
- Estimation of the stochastic leverage effect using the Fourier transform method (Q2274297) (← links)