Pages that link to "Item:Q508190"

The following pages link to A closed form solution for vulnerable options with Heston's stochastic volatility (Q508190):

Displaying 23 items.

• Pricing and hedging vulnerable option with funding costs and collateral (Q1663930) (← links)
• Explicit formula for the valuation of catastrophe put option with exponential jump and default risk (Q1676808) (← links)
• Pricing vulnerable European options under Lévy process with stochastic volatility (Q1727064) (← links)
• Pricing of defaultable options with multiscale generalized Heston's stochastic volatility (Q1996984) (← links)
• Analytic solutions for variance swaps with double-mean-reverting volatility (Q2000317) (← links)
• Analytical valuation of vulnerable European and Asian options in intensity-based models (Q2020536) (← links)
• Pricing vulnerable options in a hybrid credit risk model driven by Heston-Nandi GARCH processes (Q2036854) (← links)
• Pricing vulnerable options with jump risk and liquidity risk (Q2059298) (← links)
• Pricing vulnerable options in a mixed fractional Brownian motion with jumps (Q2063466) (← links)
• Heston-GA hybrid option pricing model based on ResNet50 (Q2088431) (← links)
• An asymptotic expansion approach to the valuation of vulnerable options under a multiscale stochastic volatility model (Q2131629) (← links)
• Pricing vulnerable options with stochastic volatility (Q2147889) (← links)
• Closed-form pricing formula for foreign equity option with credit risk (Q2167080) (← links)
• Two frameworks for pricing defaultable derivatives (Q2213633) (← links)
• The European vulnerable option pricing with jumps based on a mixed model (Q2398560) (← links)
• Closed-form pricing formula for exchange option with credit risk (Q2410409) (← links)
• Pricing vulnerable fader options under stochastic volatility models (Q2691481) (← links)
• CVA AND VULNERABLE OPTIONS IN STOCHASTIC VOLATILITY MODELS (Q4994443) (← links)
• VALUATION OF VULNERABLE OPTIONS UNDER THE DOUBLE EXPONENTIAL JUMP MODEL WITH STOCHASTIC VOLATILITY (Q5056604) (← links)
• PRICING VULNERABLE AMERICAN PUT OPTIONS UNDER JUMP–DIFFUSION PROCESSES (Q5358108) (← links)
• Valuation of vulnerable options with stochastic corporate liabilities in a mixed fractional Brownian motion environment (Q6051343) (← links)
• Pricing vulnerable lookback options using Laplace transforms (Q6581980) (← links)
• Pricing of timer volatility-barrier options under Heston's stochastic volatility model (Q6653561) (← links)