Pages that link to "Item:Q525208"
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The following pages link to Does the Hurst index matter for option prices under fractional volatility? (Q525208):
Displaying 10 items.
- An analytical approximation for single barrier options under stochastic volatility models (Q1621902) (← links)
- Option pricing under fast-varying and rough stochastic volatility (Q1630429) (← links)
- Option pricing with fractional stochastic volatility and discontinuous payoff function of polynomial growth (Q1739388) (← links)
- Series representation of the pricing formula for the European option driven by space-time fractional diffusion (Q2318158) (← links)
- An analytical approximation for pricing VWAP options (Q4555128) (← links)
- An Extension of the Chaos Expansion Approximation for the Pricing of Exotic Basket Options (Q4585895) (← links)
- DECOMPOSITION FORMULA FOR ROUGH VOLTERRA STOCHASTIC VOLATILITY MODELS (Q4994441) (← links)
- REPLICATION SCHEME FOR THE PRICING OF EUROPEAN OPTIONS (Q5010065) (← links)
- Optimal Hedging Under Fast-Varying Stochastic Volatility (Q5112725) (← links)
- Option pricing in sandwiched Volterra volatility model (Q6623043) (← links)
