Pages that link to "Item:Q5247273"
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The following pages link to A chaos expansion approach under hybrid volatility models (Q5247273):
Displaying 9 items.
- Does the Hurst index matter for option prices under fractional volatility? (Q525208) (← links)
- An analytical approximation for single barrier options under stochastic volatility models (Q1621902) (← links)
- A unified approach for the pricing of options relating to averages (Q1627630) (← links)
- An analytical approximation for pricing VWAP options (Q4555128) (← links)
- Approximation of Non-Lipschitz SDEs by Picard Iterations (Q4559473) (← links)
- REPLICATION SCHEME FOR THE PRICING OF EUROPEAN OPTIONS (Q5010065) (← links)
- Artificial neural network for option pricing with and without asymptotic correction (Q5014190) (← links)
- AN ANALYTICAL APPROXIMATION FOR EUROPEAN OPTION PRICES UNDER STOCHASTIC INTEREST RATES (Q5265241) (← links)
- SABR equipped with AI wings (Q6158397) (← links)